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help Find the dollar duration of a forward contract with 2 -year of maturity. At maturity. the forward contract delivers a 1 -year to maturity

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Find the dollar duration of a forward contract with 2 -year of maturity. At maturity. the forward contract delivers a 1 -year to maturity annual-coupon bond with coupon rate of 3%. You are given the following term structure of spot rates: R(0,1)=3.3%R(0,2)=3.9%R(0,3)=4.4% Assume continuous compounding. Do NOT assume parallel shift. $56.7776 None of these. $59.5839. $59,5839 $56.7776

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