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Suppose you observe the following spot yield curve: 1 year spot rate: 1.82% 2 year spot rate: 2.75% 3 year spot rate: 3.66% 4 year
Suppose you observe the following spot yield curve:
1 year spot rate: 1.82%
2 year spot rate: 2.75%
3 year spot rate: 3.66%
4 year spot rate: 4.66%
The rate for a two-year zero coupon bond issued two years from today, f(2,2) is
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