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Question 6 Given annual continuously compounded spot rates: Maturity 3-month 6-month Spot Rate 5.0% 5.1% 5.2% 5.3% 5.4% 9-month 12-month 15-month Calculate the annual continuously

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Question 6 Given annual continuously compounded spot rates: Maturity 3-month 6-month Spot Rate 5.0% 5.1% 5.2% 5.3% 5.4% 9-month 12-month 15-month Calculate the annual continuously compounded 6-month deferred, 3-month forward interest rate

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