Using the reported 6 month (0.27450) and 1 year (0.40263) LIBOR rates, what is the implied 6-month

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Using the reported 6 month (0.27450) and 1 year (0.40263) LIBOR rates, what is the implied 6-month LIBOR forward rate to commence in 6 months ? (i.e., 180l180). Assume 180 and 360-day maturities, respectively.

Posted Date: May 19, 2024 05:07 PM

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Using the reported 6 month (0.27450) and 1 year (0.40263) LIBOR rates, what is the implied 6-month

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