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Using the following bond price data calculate the 3 X 6, 6 X 9, 3 X 9 and 6 X 12 FRA rates. B(to, t)
Using the following bond price data calculate the 3 X 6, 6 X 9, 3 X 9 and 6 X 12 FRA rates. B(to, t) = 98.79, B(to, t2) = 97.21, B(to, tz) = 95.84, B(to, t4) = 93.82
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