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Question 6 (10 points) Saved At date t= 0, we observe the following zero-coupon rates in the market: Liquidity Maturity R(O.) Premium L(t) 1 4.00%

Question 6 (10 points) Saved At date t= 0, we observe the following zero-coupon rates in the market: Liquidity Maturity R(O.) Premium L(t) 1 4.00% 2 15.00% 0.200% 3 5.50% 0.275% 14 5.80%0.325% 15 6.00%0.350% Taking into account these liquidity premium, what is the 1-year maturity future rates expected by the market Fa(0,4,5)? 5.8096% 6.4538% 06.2322% 6.3801%

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