What is the three year forward rate one year from now

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Question - Consider the following spot interest rates for maturities of one, two, three, and four years.

r1 = 2.72% r2 = 2.95% r3 = 3.81% r4 = 3.09%

What is the three year forward rate one year from now (in percent)?

Reference no: EM133108427

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