You are given the following spot (zero) rates: maturity-1 2 3 4 Zero rate-...
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You are given the following spot (zero) rates:
maturity-1 2 3 4
Zero rate- 3.4% 3.799% 3.999% 4.211%
Calculate the one-year forward rates starting from years 1, 2, and 3. (1f1, 2f1, and 3f1)
Calculate the two-year forward rates starting from years 1 and 2. (1f2 and 2f2)
Calculate the three-year forward rate starting from year 1. (1f3)
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