Calculate forward interest rates for the second

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Suppose that zero interest rates with continuous compounding are as follows: Maturity (months) Rate (% per annum) 3.0 6 3.2 9 3.4 12 3.5 15 3.6 18 3.7 Calculate forward interest rates for the second, third, fourth, fifth, and sixth quarters.

Reference no: EM133557957

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