Mathematics, 19.12.2019 05:31 xxsyd21

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. the forward rates with continuous compounding are as follows to qtr 2 8.4% qtr 3 8.8% qtr 4 8.8% qtr 5 9.0% qtr 6 9.2%

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Suppose that zero interest rates with continuous compounding are as follows: maturity (months) rate...