Index of [finpko.ku.edu]

The following table gives Treasury zero rates and cash flows on a Treasury bond: ... With continuous compounding the 6-month rate is or 3.961%. The 12-month rate is or 4.4501%. The 18-month rate is or 4.6945%. The 24-month rate is or 4.9385%. The forward rate (expressed with continuous compounding) is from equation (4.5) ... ................
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