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The 200-Day BBSW Zero Rate Is 3

Question 3

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The 200-day BBSW zero rate is 3.58% with continuous compounding, and the forward rate from a 90-day bank accepted bill futures quote for a period of 90 days starting in 200 days is 4.25% with continuous compounding. Determine the 290-day zero rate continuously compounded). Answer as a per cent with two decimal places. _ _ _ _ _ _ _ _

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