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Q4) Given the following zero-coupon bond prices, what are the forward rates f (0,0), f (0,1), f (0,2)? (3 points) B (0,3) 0.90 B (0,2)
Q4) Given the following zero-coupon bond prices, what are the forward rates f(0,0), f(0,1), f(0,2)? (3 points)
B(0,3) | 0.90 |
B(0,2) | 0.92 |
B(0,1) | 0.94 |
0.0222, 0.0217, 0.0638
0.0255, 0.03222, 0.0566
0.0638, 0.0217, 0.0222
0.0566, 0.03222, 0.0255
0.02, 0.04, 0.06
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