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Following Hull: on actual/365 basis with quarterly compounding: (act/365)×s = (act/360)×6% s = (365/act)×(act/360)×6% = (365/360)×6% = 6,0833% on actual/365 basis with continuous compounding: exp{t} = (1 + 6,0833%/4)^4 t = 4×ln(1 + 6,0833%/4) = 6,0375% However, doing things the...