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Urgent explanation need asap a Consider the following zero coupon bonds: Bond Yrs to Mat. Yield to Maturity 1 0.0433 b 2 0.046 3 0.0495

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a Consider the following zero coupon bonds: Bond Yrs to Mat. Yield to Maturity 1 0.0433 b 2 0.046 3 0.0495 d 4 0.0511 5 0.0531 f 6 0.0555 e What is the one year forward rate starting at the end of years 0 0.0654 O 0.0696 0.0636 O 0.0611 O 0.0676

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