问题如下:
If one-year forward rates are decreasing with maturity, the yield curve is most likely:
选项:
A. flat
B. upward-sloping
C. downward sloping
解释:
C is correct.
考点:考察Forward rates和Yield curve之间的关系
解析:如果随着期限的变化,One-year forward rate是下降的,则forward curve向下倾斜。因此Yield curve也是向下倾斜的。
这道题没明白是哪个知识点呢?