NO.PZ2018062006000088
问题如下:
The 1-year spot rate is 1.02%, 2-year spot rate is 1.65% and 3-year spot rate is 2.15%. Calculate 1-year implied forward rate two years from now.
选项:
A. 5.13%
B. 3.16%
C. 2.33%
解释:
B is correct.
f(2,1)=3.16%
根据公式,1+1.65%不是不需要平方吗?