What are the forward rates for future one month


Suppose that LIBOR rates for maturities of one month, two months, three months, four months, five months and six months are 2.6%, 2.8%, 3.1%, 3.2%, 3.24%, and 3.28% with continuous compounding. What are the forward rates for future one month periods?

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Financial Management: What are the forward rates for future one month
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