Business, 24.12.2019 22:31 medintiffany413

Suppose that zero interest rates with continuous compounding are as follows:

maturity (months)

rate
(% per annum)

3 8.0 6 8.2 9 8.4

12 8.5 15 8.6 18 8.7

calculate forward interest rates for the second, third, fourth, fifth, and sixth quarters.

Answers: 3

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Suppose that zero interest rates with continuous compounding are as follows:

maturity (...

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