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Suppose that the 3 month and 6 month continuously compounded LIBOR rates are 2% and 4.40% respectively. What is the forward LIBOR rate for the

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Suppose that the 3 month and 6 month continuously compounded LIBOR rates are 2% and 4.40% respectively. What is the forward LIBOR rate for the period between 3 months and 6 months on a quarterly compounded basis? a. 6.86% O b. 6.80% O c. 6.43%

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