Suppose the two year interest rate (i.e., the two-year zero coupon yield) is 4.75% per...
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Suppose the two year interest rate (i.e., the two-year zero coupon yield) is 4.75% per annum compounded annually, and the three year interest rate (i.e., the two-year zero coupon yield) is 5.80% per annum compounded annually), what is the implied forward rate from year 2 to year 3? 7.93% 1.05% 13.06% 6.86%
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