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| rev | Admin | (Created page with "Bill is looking at yield maturity rates for zero coupon bonds. They are currently quoted at 14% for one-year maturity, 16.5% for two-year maturity, and 11% for 3-year maturity. Let i be the one-year forward rate for year two implied by current yields of these bonds. Calculate i. <ul class="mw-excansopts"><li>.165</li><li>.137</li><li>.166</li><li>.0077</li><li>.191</li></ul> {{cite web |url=https://digitalcommons.calpoly.edu/cgi/viewcontent.cgi?article=1008&context=...") | Nov 22'23 at 10:21 | +644 |