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Question 1: Zero-Coupon Rates (treasuries) Maturity 1 12% 11.75% 11.00% 2 3 Your friend would like to borrow money from you for one year at
Question 1: Zero-Coupon Rates (treasuries) Maturity 1 12% 11.75% 11.00% 2 3 Your friend would like to borrow money from you for one year at the end of the second year what would be the appropriate forward rate? Assume that your friend is not going to default on your agreement
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