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In the relationship below for rolling rates, where rs1 and rs2 are the 1 and 2y spot rates respectively: What is 1rf2 ? (1+rs1)(1+1rf2)=(1+rs2)2 A.
In the relationship below for rolling rates, where rs1 and rs2 are the 1 and 2y spot rates respectively: What is 1rf2 ? (1+rs1)(1+1rf2)=(1+rs2)2 A. The 2-year forward rate in one year's time. B. The 1-year forward rate in two year's time. C. The 2-year forward rate in two year's time. D. The 1-year forward rate in one year's time
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