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Use the Table for the Question(s)below

Question 8

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 4 (the forward rate quoted today for an investment that begins in three years and matures in four years) is closest to: A) 4.5%. B) 4.6%. C) 4.4%. D) 5.0%.
-The forward rate for year 4 (the forward rate quoted today for an investment that begins in three years and matures in four years) is closest to:


A) 4.5%.
B) 4.6%.
C) 4.4%.
D) 5.0%.

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