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Assume the following spot rates: 1yr Spot 2yrs spot 3yrs spot 4yrs spot 5yrs spot 2.00% 2.50% 3.00% 3.30% 3.75% What is the expected 2

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Assume the following spot rates: 1yr Spot 2yrs spot 3yrs spot 4yrs spot 5yrs spot 2.00% 2.50% 3.00% 3.30% 3.75% What is the expected 2 years rate in 3 years time(F3-5) ? A) 4,72% OB) 4,88% OC) 3,50% OD) 4% Clear selection

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