Question
Given the following yield curve, what is the two-year forward rate 3 years from now? Use decimal format in your answer. For example, 5% should
Given the following yield curve, what is the two-year forward rate 3 years from now? Use decimal format in your answer. For example, 5% should be written as 0.05. Keep 4 decimal places for your answer.
| Maturity | Annual Rate |
| 1 yr | 0.28% |
| 3 yr | 1.10% |
| 5 yr | 1.71% |
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Financial Crimes
Authors: Maximilian Edelbacher, Peter Kratcoski, Michael Theil
1st Edition
0367866528, 978-0367866525
