Expected Value
The 1-year zero-coupon spot rate is and the 2-year zero-coupon spot rate is , both annually compounded. What is the implied 1-year forward rate starting one year from now? Give the answer as a decimal.
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The 1-year zero-coupon spot rate is and the 2-year zero-coupon spot rate is , both annually compounded. What is the implied 1-year forward rate starting one year from now? Give the answer as a decimal.