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Using LIBOR spot rate of 3 month-maturity (0.23725) and 6 month-maturity (0.27450), what is the implied 3-month LIBOR forward rate to commence in 3 months
Using LIBOR spot rate of 3 month-maturity (0.23725) and 6 month-maturity (0.27450), what is the implied 3-month LIBOR forward rate to commence in 3 months (i.e., 90 l 90). Assume 90 and 180-day maturities, respectively
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