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The 6 - month, 1 2 - month, 1 8 - month and 2 4 - month zero rates are 3 % , 3 .
The month, month, month and month zero rates are and with semiannual compounding. Whatare the rates with continuous compounding? What is the forward rate for the sixmonth period beginning in months? What is the value of an FRA that promises to pay you compounded semiannually on a principal of $ million for the sixmonth period starting in months? points
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