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Pina · 2020年02月16日

问一道题:NO.PZ201701230200000101

* 问题详情,请 查看题干

问题如下:

1. Based on Exhibit 1, the five-year spot rate is closest to:

选项:

A.

4.4%

B.

4.45%

C.

4.5%

解释:

B is correct.

The five-year spot rate is determined by using forward substitution and using the known values of the one-year, two-year, three-year, and four-year spot rates as follows:

老师好 答案里的第三年4.37(1.035^3) 是否漏了? 谢谢。

1 个答案

吴昊_品职助教 · 2020年02月16日

是的,谢谢提醒,已经更新题库里答案了。