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Maturity t Yield R(0,t) Yesterday Last Week Last Month 6 Month 2.65 2.35 1.85 1.55 1 Year 2.75 2.70 2.20 1.90 2 Year 3.30 2.90
| Maturity t | Yield R(0,t) | Yesterday | Last Week | Last Month |
| 6 Month | 2.65 | 2.35 | 1.85 | 1.55 |
| 1 Year | 2.75 | 2.70 | 2.20 | 1.90 |
| 2 Year | 3.30 | 2.90 | 2.40 | 2.10 |
| 3 Year | 4.35 | 4.65 | 4.15 | 3.85 |
| 5 Year | 4.80 | 4.70 | 2.20 | 3.90 |
| 10 Year | 5.00 | 4.90 | 4.40 | 4.10 |
| 30 Year | 5.50 | 5.30 | 4.80 | 4.50 |
The forward rate F(2,1) is the rate that applies to borrowing or lending starting in 2 years from today for an additional year. F(2,1) today is equal to?
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Marketplace Lending Financial Analysis And The Future Of Credit Integration Profitability And Risk Management
Authors: Ioannis Akkizidis, Manuel Stagars
1st Edition
1119099161, 978-1119099161
