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with solutions Calculate expected forward rate for 2nd quarter of investment (pa., continuous compunding), if the following quotations of zero rates (pa., continuous compounding) are

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Calculate expected forward rate for 2nd quarter of investment (pa., continuous compunding), if the following quotations of zero rates (pa., continuous compounding) are given: Period Zero rate 1,00% 6M 1,20% 9M 1,60% 12M 1,65% O a. 0,80% O b. 0,20% O c. None of the answers provided. O d. 1,10% O e. 2,40% Of. 1,40% O g. 1,20% Oh. 0,35% Oi. 2,00%

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