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Suppose that the 2 month and 5 month continuously compounded SOFR rates are 1% and 2.20% respectively. What is the forward SOFR rate for the
Suppose that the 2 month and 5 month continuously compounded SOFR rates are 1% and 2.20% respectively. What is the forward SOFR rate for the period between 2 months and 5 months on a continuously compounded basis? a. 3.00% b. 3.25% c. 2.50% ( Answer is 3% but how do I get there)
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