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Suppose that LIBOR rates for maturities of 1,2,3,4,5, and 6 months are 2.6%, 2.9%, 3.1%, 3.2%, 3.25% and 3.3% with continuous compounding. What are the

Suppose that LIBOR rates for maturities of 1,2,3,4,5, and 6 months are 2.6%, 2.9%, 3.1%, 3.2%, 3.25% and 3.3% with continuous compounding. What are the forward rates for future 1-month periods?

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