NO.PZ2018123101000004
问题如下：
Below shows the yields of zero-coupon bonds
The rate for a one-year loan beginning in one year is closest to:
选项：
A.7.04%
B.5.04%.
C.6.04%.
解释：
A is correct.
考点：利用Spot rate求Forward rate
解析：题干让求的为f(1,1)，需要的是2-year spot rate和1-year spot rate，根据公式有：
，代入数据，可得f(1,1)=7.04%。
如题谢谢
