Question
Period Years YTM/Coupon Rate Spot Rate(%) 1 0.5 -- 5.50 2 1.0 -- 6.00 3 1.5 8.50 ? (1) All rates mentioned above are annual
Period Years YTM/Coupon Rate Spot Rate(%)
1 0.5 -- 5.50
2 1.0 -- 6.00
3 1.5 8.50 ?
(1) All rates mentioned above are annual rates. What the annual spot rate in period 3?
(2) What is the forward rate from period 2 to period 3?
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Legal Aspects Of Trade Finance
Authors: Charles Chatterjee
1st Edition
1857433890, 978-1857433890
