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Question 5 Suppose LIBOR6 is 5.12% and LIBOR12 is 6.73%. What is the forward forward rate for a LIBORO loan to be issued in 6

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Question 5 Suppose LIBOR6 is 5.12% and LIBOR12 is 6.73%. What is the forward forward rate for a LIBORO loan to be issued in 6 months' time? a) 4.066% per 6 months b) 5.120% per 6 months c) 6.730% per 12 months d) 8.132% per 12 months e) More than one of the above is correct f) None of the above are correct

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