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Suppose that zero interest rates with continuous compounding are as below: Maturity (Months) Rate (% per annum) 3 5.0 6 5.3 9 5.5 12 5.7

Suppose that zero interest rates with continuous compounding are as below:

Maturity (Months) Rate (% per annum)
3 5.0
6 5.3
9 5.5
12 5.7

1. Calculate the forward interest rates at the 6-month, 9-month and 12 month maturities.

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