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Suppose that the 300-day LIBOR zero rate is 4%, continuously compounded, and the Eurodollar quotes for contracts maturing in 300, 398, and 489 days are

Suppose that the 300-day LIBOR zero rate is 4%, continuously compounded, and the Eurodollar quotes for contracts maturing in 300, 398, and 489 days are 95.83, 95.62, and 95.48. Calculate the 398-day and 489-day LIBOR zero rates. (Assume no difference between futures and forward rates here.)

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