Te term structure of swap rates is 1-year 250 2-year 300

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The term structure of swap rates is: 1-year, 2.50%; 2-year, 3.00%; 3-year, 3.50%; 4-year, 4.00%; 5-year, 4.50%. The two-year forward swap rate starting in three years is closest to

A. 3.50%

B. 4.50%

C. 5.51%

D. 6.02%

Reference no: EM13568766

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