3 year spot rate = 4% 5 year spot rate = 5% 4 year forward rate 3...
Fantastic news! We've Found the answer you've been seeking!
Question:
3 year spot rate = 4%
5 year spot rate = 5%
4 year forward rate 3 years from today = 6%
3 year forward rate 7 years from today = 7%
What is the 2 year forward rate 5 years from today?
Posted Date: