Question
Assume semi-annual compounding (for this question). The 1-year spot interest rate is 2%; the 1.5-year spot rate is 2.6%; the 2-yr is 3%. What is
Assume semi-annual compounding (for this question).
The 1-year spot interest rate is 2%; the 1.5-year spot rate is 2.6%; the 2-yr is 3%.
What is the implied forward 6-month rate 18 months from today? What is the implied forward 1-year rate 1 year from today?
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Technical Analysis Of Stock Trends
Authors: Robert D. Edwards, John Magee, W.H.C. Bassetti
9th Edition
0814408648, 978-0814408643
