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Question 5 Consider the following zero coupon bonds: Bond Yrs to Mat. Yield to Maturity a b C d e f 1 23456 0.0433
Question 5 Consider the following zero coupon bonds: Bond Yrs to Mat. Yield to Maturity a b C d e f 1 23456 0.0433 0.046 0.0495 0.0511 0.0531 0.0555 What is the one year forward rate starting at the end of year2 0.0534 0.0547 0.0499 0.0514 0.0565 0.5 pts
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