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Use the following data to calculate the forward interest rates for months 3 to 6 and months 6 to 9. Maturity (Months) Zero Rate 3
Use the following data to calculate the forward interest rates for months 3 to 6 and months 6 to 9.
| Maturity (Months) | Zero Rate |
| 3 | 2.0 |
| 6 | 3.2 |
| 9 | 4.0 |
Assume the Zero Rate is % per annum with continous compounding
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Focus On Personal Finance
Authors: Jack Kapoor, Les Dlabay, Robert Hughes
3rd Edition
0073382426, 9780073382425
