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Q7 Let the 1-year and 2-year zero-coupon bonds prices with $1 face value be $0.98 and $0.95 respectively. Compute the effective, continuous, and monthly compounded

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Q7 Let the 1-year and 2-year zero-coupon bonds prices with $1 face value be $0.98 and $0.95 respectively. Compute the effective, continuous, and monthly compounded nominal forward rates for year 2

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