The 9 month LIBOR is 2 0 0 Assume the term structure is flat ( a ) What is the 3 month LIBOR ( b ) What is the 3 x 9 forward rate

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The 9 - month LIBOR is 2 . 0 0 % . Assume the term structure is flat. ( a ) What is the 3

The

9 -

month LIBOR is

2.00 % .

Assume the term structure is flat.

(

)

What is the

3 -

month LIBOR?

(

)

What is the

3

9

forward rate?

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