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The price of a 3-year zero coupon government bond is 85.16. The price of a similar 4-year bond is 78.81. What is the 1-year implied

The price of a 3-year zero coupon government bond is 85.16. The price of a similar 4-year bond is 78.81. What is the 1-year implied forward rate from year 3 to year 4?

A) 4.6%

B) 5.5%

C) 5.8%

D) 6.7%

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