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Series X4 - Q4.2 Question on par yield

N

n111kus

Member
Hi,

Can someone help me with the following question please:

The n-year forward rate for transactions beginning at time t and maturing at time t+n is denoted by ft,n, you are given:

f0,1 = 6% pa
f0,2 = 6.5%
f1,2 = 6.6%

Determine the 3-year par yield.

Thanks

Nik
 
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