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A how many forward rates are associated with these zero

Consider the following set of interest rates on zero-coupon bonds.

1 year: 6.0% p.a.

2 years: 6.1% p.a.

3 years: 6.2% p.a.

4 years: 6.3% p.a.

(a) How many forward rates are associated with these zero rates?

(b) Calculate the forward rates and discount factors.

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