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Maturity YTM 1 4 2 5 3 6 The maturities and yields of three zero-coupon bonds are as follows What is the forward rate for
Maturity | YTM |
1 | 4 |
2 | 5 |
3 | 6 |
The maturities and yields of three zero-coupon bonds are as follows What is the forward rate for year 2, that is, the 1-year rate one year from now? Please express your answer in percent rounded to the nearest basis point.
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