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You are given the following information about three bonds: Assuming no arbitrage opportunity exists, calculate the forward rate from July 1, 2002 to January 1,

You are given the following information about three bonds:

Assuming no arbitrage opportunity exists, calculate the forward rate from July 1, 2002 to January 1, 2003 as a nominal rate convertible semiannually.

You are given the following information about three bonds: Assuming no arbitrage opportunity exists, calculate the forward rate from July 1 , 2002 to January 1,2003 as a nominal rate convertible semiannually

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