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Suppose that in April the BBSW was 2.50% for 30 days, 3.0% for 60 days and 3.75.% for 90 days. Calculate the one-month implicit forward
Suppose that in April the BBSW was 2.50% for 30 days, 3.0% for 60 days and 3.75.% for 90 days. Calculate the one-month implicit forward rates (1r2 and 2r3) using the approximate method.
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