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:
{C}A. {C}2.50%
{C}B. {C}2.75%
{C}C. {C}3.00%
{C}D. {C}3.25%
Answer: C
The forward rate can be calculated as
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高顿网校搜集整理了FRM考试历年真题汇总,来帮助想要报考FRM考试的考生,预祝大家取得优异成绩!进入题库