Question: (b). Current Time Is T. Given The Forward Rate Curve F(t,t1, T2) (that Is, T Is Fixed, Tị And T2 Span All Pairs Of (t1, Tz) That Satisfy T

Question: (b). Current Time Is T. Given The Forward Rate Curve F(t,t1, T2) (that Is, T Is Fixed, Tị And T2 Span All Pairs Of (t1, Tz) That Satisfy T

Please solve the computational problem below, thanks alot.(b). Current time is t. Given the forward rate curve f(t,t1, t2) (that is, t is fixed, tị and t2 span all pairs of (t1, tz) t

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(b). Current time is t. Given the forward rate curve f(t,t1, t2) (that is, t is fixed, tị and t2 span all pairs of (t1, tz) that satisfy t <ti < t2), recover the spot rate curve s(t, t’).