What is the forward curve and one-year swap rate

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Reference no: EM132039924

If the zero curve is 2% APR for 6-months and 2.5% APR for one year:

o What is the forward curve?

o What is the one-year swap rate?

o What is the one-year par yield?

o How would we build an interest rate tree for 10% per annum volatility?

Reference no: EM132039924

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