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The two-year zero rate is 3% and the three year zero rate is 3.7%. What is the forward rate for the third year? All rates

The two-year zero rate is 3% and the three year zero rate is 3.7%. What is the forward rate for the third year? All rates are continuously compounded.

A. 3.7%

B. 4.1%

C. 5.1%

D. 5.7%

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