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Suppose the price of 2-year maturity zero-coupon bonds with $1,000 face value is $890 and the price of 3-year zero-coupon bonds is $816.30. How would

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Suppose the price of 2-year maturity zero-coupon bonds with $1,000 face value is $890 and the price of 3-year zero-coupon bonds is $816.30. How would you construct a synthetic 1-year forward loan that commences 2 years from today and matures 3 years from today? (7 points)

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