Calculate the forward rates and discount factors

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Consider the following set of interest rates on zero-coupon bonds. Time (Years) Zero rate %p.a. 1 6.0 2 6.1 3 6.2 4 6.3

(a) How many forward rates are associated with these zero rates?

(b) Calculate the forward rates and discount factors.

(c) What is the relation between the zero rate curves and the forward rate curve?

Reference no: EM13859238

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