Find one year forward rate starting in three years time
The three year zero rate is 7% per annum and the four year zero rate is 7.5% pa (both continuously compounded). What is the one year (continuously compounded) forward rate starting in three years time?
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The three year zero rate is 7% per annum and four year zero rate is 7.5% pa. Find the one year forward rate starting in three years time?
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