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elf_fu elf_fu
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7 years ago
The price of a 3-year zero coupon government bond is 85.16. The price of a similar 4-year bond is 78.81. What is the 1-year implied forward rate from year 3 to year 4?
A) 4.6%
B) 5.5%
C) 5.8%
D) 6.7%
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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7 years ago
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