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The continuously compounded 4-month interest rate is 3% per annum and the semi-annually compounded 7-month interest rate is 4% per annum, respectively. What is the

The continuously compounded 4-month interest rate is 3% per annum and the semi-annually compounded 7-month interest rate is 4% per annum, respectively. What is the implied forward rate for the 3-month period starting from 4 months from now?

A. 6.34% B. 5.85% C. 5.24%

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