What is the continuous compounding forward rate

Reference no: EM13273586

The 6-month, 12-month, 18-month, and 24-month zero rates are 3%, 4%, 5%, and 6% with semiannual compounding. What is the continuous compounding forward rate for the six-month period beginning in 12 months?

a. 6.89%
b. 7.00%
c. 8.83%
d. 9.00%

Reference no: EM13273586

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