【FRM每日一题】一级：金融市场与产品
备考FRM一级 | 2015-09-17
Based on the information below，please answer the question：
|
Maturity (Years) |
Strip Price |
Spot Rate |
Forward Rate |
|
0.5 |
99.2556 |
1.50% |
1.50% |
|
1.0 |
98.2240 |
1.80% |
2.10% |
|
1.5 |
96.7713 |
2.20% |
? |
|
2.0 |
95.1524 |
? |
3.40% |
The 6-month forward rate on an investment that matures in 1.5 years is closest to:
A.2.50%
B.2.75%
C.3.00%
D.3.25%
Answer: C
The forward rate can be calculated as。
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