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Suppose we know from market prices, the following zero-coupon spot rates: R(0, 2-year)=3.00%; R(0,5-year)=4.80%. Based on the linear interpolation method, what should be the zero-coupon
Suppose we know from market prices, the following zero-coupon spot rates: R(0, 2-year)=3.00%; R(0,5-year)=4.80%. Based on the linear interpolation method, what should be the zero-coupon spot rate with a term of 3 years and 9 months?
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