The current one-year and two-year libor rates are 11 and 12
The current one-year and two-year libor rates are 1.1% and 1.2%, respectively.
(a) What is the price of a ZCB maturing in 2 years?
(b) What is the quarterly compounded one-year forward one-year rate?
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the current one-year and two-year libor rates are 11 and 12 respectivelya what is the price of a zcb maturing in 2
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