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The following information was available as of the close of business June 1,20XX, on government of Canada bonds. Calculate the anticipated one-year interest rate at
The following information was available as of the close of business June 1,20XX, on government of Canada bonds. Calculate the anticipated one-year interest rate at 20XX+2 (up to June 20XX+3 ). (Do not round intermediate calcula the final answers to 2 decimal places.)
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Fixed Income Markets And Their Derivatives
Authors: Suresh Sundaresan
3rd Edition
0123850517, 978-0123704719
