1R1=0.95x,1R2=1.55x,1R=1.95x,1R4=2.16x Using the unbiased expectations theory, calculate the 1 year forward rates on zero-coupon Treasury...
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1R1=0.95x,1R2=1.55x,1R=1.95x,1R4=2.16x Using the unbiased expectations theory, calculate the 1 year forward rates on zero-coupon Treasury bonds for years 2, 3 , and 4 as of March 11. (Do not round intermediate calculations. Round your answers to 2 decimal places.)
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