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Market (spot) yields for maturities of 2 and 10 years are 3% and 4%p.a., respectively. The rates are reported semi-annual compounded. What is the implied
Market (spot) yields for maturities of 2 and 10 years are 3% and 4%p.a., respectively. The rates are reported semi-annual compounded. What is the implied forward rate for a 1 -yr forward loan starting 2 years from now? Please report a per annum semi-annually compounding rate
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The International Handbook Of Shipping Finance
Authors: Manolis G. Kavussanos, Ilias D. Visvikis
1st Edition
113746545X, 978-1137465450
