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Suppose we observe the following rates: 0R3 = 10% , 3R7 = 14%, 0R5 = 12%. If Unbaised Expectations Theory holds, what is the 2-year

Suppose we observe the following rates: 0R3 = 10% , 3R7 = 14%, 0R5 = 12%. If Unbaised Expectations Theory holds, what is the 2-year forward rate five years from now?

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