Let j be the compound interest rate for the t-year period from time s to time s+t, and let d; be the corresponding rate of discount for that time period. Show that (a) d; j 1+ j dj (b) j = 1-d; Show that the equivalent nominal interest and discount rates j(m) and d(m) satisfy the relationships consistent with the previous results. (c)d(m) = j(m) d(m) 1 + j(m) (d) j(m) 1-d(m) = =