NO.PZ2023052407000010
问题如下:
Italian one-year government debt has an interest rate of 0.73 percent; Italian two-year government debt has an interest rate of 1.29 percent. The breakeven one-year reinvestment rate, one year from now is closest to:
选项:
A.
1.01 percent
B.
1.11 percent
C.
1.85 percent
解释:
C is correct. The one-year forward rate reflects the breakeven one-year reinvestment rate in one year, computed as follows:
为什么 two year 的年利率,在计算的时候不需要:1.29/2