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Use the Table for the Question(s)below

Question 21

Multiple Choice

Use the table for the question(s) below.
Consider the following zero-coupon yields on default-free securities: Use the table for the question(s) below. Consider the following zero-coupon yields on default-free securities: -The forward rate for year 2 (the forward rate quoted today for an investment that begins in one year and matures in two years) is closest to: A) 5.80%. B) 5.50%. C) 5.20%. D) 5.65%.
-The forward rate for year 2 (the forward rate quoted today for an investment that begins in one year and matures in two years) is closest to:


A) 5.80%.
B) 5.50%.
C) 5.20%.
D) 5.65%.

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