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Suppose that the 2 month and 5 month continuously compounded LIBOR rates are 2% and 3% respectively. What is the forward LIBOR rate for the
Suppose that the 2 month and 5 month continuously compounded LIBOR rates are 2% and 3% respectively.
What is the forward LIBOR rate for the period between 2 months and 5 months on a continuously compounded basis?
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