NO.PZ202305230100003901
问题如下:
Match the spot rates needed to calculate the corresponding implied forward rates.
解释:
1. B. By using two-year and five-year rates, the difference represents the tenor of the implied forward rate of three years, and the shorter tenor rate reflects the beginning of the forward in two years.
2. C. By using two-year and seven-year rates, the difference represents the tenor of the implied forward rate of five years, and the shorter tenor rate reflects the beginning of the forward in two years.
3. A. By using five-year and seven-year rates, the difference represents the tenor of the implied forward rate of two years, and the shorter tenor rate reflects the beginning of the forward in five years.
这题为什么不是2匹配a,3匹配c,感觉答案跟书上公式不一致,还是我没理解题目的意思。