Problem 1 Intro The Eurodollar quote for a contract maturing in 220 days is 96.8. The 220-day LIBOR zero rate is 4.1% (with continuous compounding). For the purpose of this problem, no adjustment is necessary for the difference between forward and futures rates. Part 1 Attempt 1/ for 10 pts. What is the forward rate from 220 to 311 days from the Eurodollar quote? 4+ decimals Submit Part 2 - Attempt 1/15 for 10 pts. What is the forward rate from 220 to 311 days with continuous compounding and an actual/365 day count? 4+ decimals Submit Part 3 Attempt 1/15 for 10 pts. What is the 311-day LIBOR zero rate (with continuous compounding)? 4+ decimals Submit Problem 1 Intro The Eurodollar quote for a contract maturing in 220 days is 96.8. The 220-day LIBOR zero rate is 4.1% (with continuous compounding). For the purpose of this problem, no adjustment is necessary for the difference between forward and futures rates. Part 1 Attempt 1/ for 10 pts. What is the forward rate from 220 to 311 days from the Eurodollar quote? 4+ decimals Submit Part 2 - Attempt 1/15 for 10 pts. What is the forward rate from 220 to 311 days with continuous compounding and an actual/365 day count? 4+ decimals Submit Part 3 Attempt 1/15 for 10 pts. What is the 311-day LIBOR zero rate (with continuous compounding)? 4+ decimals Submit