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Assuming the following yield curve, what is the one year forward rate in three years? 0i1 = 2.6%, 0i2 = 2.4%, 0i3 = 2.2%, 0i4
Assuming the following yield curve, what is the one year forward rate in three years? 0i1 = 2.6%, 0i2 = 2.4%, 0i3 = 2.2%, 0i4 = 2%, 0i5 = 1.8%
| A. | 1% | |
| B. | 2.2% | |
| C. | 1.8% | |
| D. | 1.4% |
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Options Futures And Other Derivatives
Authors: John C. Hull
11th Edition
013693997X, 9780136939979
