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In this problem we adopt the continuous compounding convention. Let st1 and st2 be the annualized spot interest rate corresponding to maturities t1 and t2,
In this problem we adopt the continuous compounding convention. Let st1 and st2 be the annualized spot interest rate corresponding to maturities t1 and t2, t1 1 In this problem and st be the annualized spot interest rate corresponding to maturities ti and t2, ti
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