学习王 · 2023年04月23日
NO.PZ2016022702000008
问题如下：
The one-year spot rate r(1) = 4%, the forward rate for a one-year loan beginning in one year is 6%, and the forward rate for a one-year loan beginning in two years is 8%. Which of the following rates is closest to the three-year spot rate?
选项：
A.4.0%
B.6.0%
C.8.0%
解释：
B is correct.
Applying the forward rate model. we find
So ,
考点：通过forward rate计算spot rate
通过forward rate model，将r(1)、f(1,1)和f(2,1)代入上式，可得r(3)=5.987%。
请问用考试计算器怎么开根号三次方
谢谢 已经解决了 用^1/3
NO.PZ2016022702000008 问题如下 The one-yespot rate r(1) = 4%, the forwarrate for a one-yelobeginning in one yeis 6%, anthe forwarrate for a one-yelobeginning in two years is 8%. Whiof the following rates is closest to the three-yespot rate? A.4.0% B.6.0% C.8.0% B is correct.Applying the forwarrate mol. we fin1+r(3)]3=[1+r(1)]1[1+f(1,1)]1[1+f(2,1)]1{\lbrack{1+r(3)}\rbrack}^3={\lbrack{1+r(1)}\rbrack}^1{\lbrack{1+f(1,1)}\rbrack}^1{\lbrack{1+f(2,1)}\rbrack}^1[1+r(3)]3=[1+r(1)]1[1+f(1,1)]1[1+f(2,1)]1So [1+r(3)]3=(1+0.04)1(1+0.06)1(1+0.08)1{\lbrack{1+r(3)}\rbrack}^3={(1+0.04)}^1{(1+0.06)}^1{(1+0.08)}^1[1+r(3)]3=(1+0.04)1(1+0.06)1(1+0.08)1,1.19063−1=r(3)=5.987%\sqrt[3]{1.1906}-1=r(3)=5.987\%31.1906−1=r(3)=5.987%考点通过forwarrate计算spot rate通过forwarrate mol，将r(1)、f(1,1)和f(2,1)代入上式，可得r(3)=5.987%。 请问这题怎么画时间轴
NO.PZ2016022702000008 问题如下 The one-yespot rate r(1) = 4%, the forwarrate for a one-yelobeginning in one yeis 6%, anthe forwarrate for a one-yelobeginning in two years is 8%. Whiof the following rates is closest to the three-yespot rate? A.4.0% B.6.0% C.8.0% B is correct.Applying the forwarrate mol. we fin1+r(3)]3=[1+r(1)]1[1+f(1,1)]1[1+f(2,1)]1{\lbrack{1+r(3)}\rbrack}^3={\lbrack{1+r(1)}\rbrack}^1{\lbrack{1+f(1,1)}\rbrack}^1{\lbrack{1+f(2,1)}\rbrack}^1[1+r(3)]3=[1+r(1)]1[1+f(1,1)]1[1+f(2,1)]1So [1+r(3)]3=(1+0.04)1(1+0.06)1(1+0.08)1{\lbrack{1+r(3)}\rbrack}^3={(1+0.04)}^1{(1+0.06)}^1{(1+0.08)}^1[1+r(3)]3=(1+0.04)1(1+0.06)1(1+0.08)1,1.19063−1=r(3)=5.987%\sqrt[3]{1.1906}-1=r(3)=5.987\%31.1906−1=r(3)=5.987%考点通过forwarrate计算spot rate通过forwarrate mol，将r(1)、f(1,1)和f(2,1)代入上式，可得r(3)=5.987%。 请问用考试计算器怎么开根号三次方
