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Suppose the 3 Month LIBOR rate and the swap rate curve are as given in Table below. ? Obtain the LIBOR curve, and the zero

Suppose the 3 Month LIBOR rate and the swap rate curve are as given in Table below.

Obtain the LIBOR curve, and the zero coupon bond prices, for maturities up to T= 1.5 (with steps ? = 0.25).

What is the price of the zero-coupon bond with maturity at T= 0.25 and T = 1.5?

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