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thank you Problem 6.5 (a) Find the corresponding change in the instantaneous in- terest rate curve, if the zero rate curve changes by d. (b)
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Problem 6.5 (a) Find the corresponding change in the instantaneous in- terest rate curve, if the zero rate curve changes by d. (b) Consider 0.01 r(0, t) = 0.02 + + 0.05 ln(1 +t) 1+t and = {0.001,0.002}. Find ri(t) and the corresponding change. =Step by Step Solution
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