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implied forward rate

Volume 5 Reading 37 Question 4. How are they getting those forward rates 1.070024 and 1.08007. The answer and explanation is on page 170.

Doh!! Makes sense, especially after PV of the differences sum up to zero. CP for president!!! I think I said that at level 2 as well last year

Thanks man

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1.065^2/1.06=1.070024
1.07^3/1.065^2 = 1.08007

CP

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