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no excel, use formula plz 2. The prices of zero-coupon bonds are: Maturity 1 2 3 Price 0.95420 0.90703 0.85892 Calculate the one-year forward rate,

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2. The prices of zero-coupon bonds are: Maturity 1 2 3 Price 0.95420 0.90703 0.85892 Calculate the one-year forward rate, deferred two years (that is the annual rate for year 3). A. 0.048 B. 0.050 C. 0.052 D. 0.054 E. 0.056

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