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hi could someone help me with the following non-arbitrage formula and how to use it to calculate the forward rate and spot rate etc ,

image text in transcribedhi could someone help me with the following non-arbitrage formula and how to use it to calculate the forward rate and spot rate etc , thanks

10. Price of a bond and yield curve a. Use the following non-arbitrage relation to calculate the implied forward rates: Spot Forward Year Rate Rate 0.25 0.50% 0.75% 0.75% 1.25% 4 1.00% 1.75% 1.25% 2.26%

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