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What is the libor forward rate for three-month

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OIS rates have been estimated as 2.9% for all maturities. The three-month LIBOR rate is 3.1%. For a six-month swap where payments are exchanged every three months the swap rate is 3.3%. All rates are expressed with quarterly compounding. What is the LIBOR forward rate for three-month to six-month period?

Reference no: EM132373625

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