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Assume Zero-Coupon Bond Prices Are B(0,0)= $1,B(0,1)= $0

Question 10

Multiple Choice

Assume zero-coupon bond prices are B(0,0) = $1,B(0,1) = $0.967846,B(0,2) = $0.943010.What is the forward rate f (0,1) ?

A) 0.0332
B) 0.0375
C) 0.0263
D) 0.0604
E) None of these answers are correct.

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