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Given the Following Zero-Coupon Bond Prices,what Are the Forward Rates

Question 9

Multiple Choice

Given the following zero-coupon bond prices,what are the forward rates f(0,0) ,f(0,1) ,f(0,2) ? Given the following zero-coupon bond prices,what are the forward rates f(0,0) ,f(0,1) ,f(0,2) ? A) 0.0222,0.0217,0.0638 B) 0.0255,0.03222,0.0566 C) 0.0638,0.0217,0.0222 D) 0.0566,0.03222,0.0255 E) 0.02,0.04,0.06


A) 0.0222,0.0217,0.0638
B) 0.0255,0.03222,0.0566
C) 0.0638,0.0217,0.0222
D) 0.0566,0.03222,0.0255
E) 0.02,0.04,0.06

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