NO.PZ2019070101000038
问题如下:
The 4-year spot rate is 5% and the 2-year spot rate is 3.7%. The 2-year forward rate 2 years from today is close to?
选项:
A.5.34%.
B.6.32%
C.6.56%.
D.7.14%.
解释:
B is correct
考点:Forward Rate 计算
解析:
(1+5%)^4=(1+3.7%)^2 x (1+f)^2
计算机算了10次都是-2.6%,麻烦确认下