Suppose the 1, 2, and 3-year pure yields (continuously compounded) are 2.81%, 3.88%, and 4.79%, respectively. What

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Suppose the 1, 2, and 3-year pure yields (continuously compounded) are 2.81%, 3.88%, and 4.79%, respectively. What is the forward rate between year 2 and 3 (percentage point, continuously compounded, round to second decimal place)?

Posted Date: Jun 13, 2024 02:17 PM

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Suppose the 1, 2, and 3-year pure yields (continuously compounded) are 2.81%, 3.88%, and 4.79%, respectively. What

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