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elf_fu elf_fu
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6 years ago
You wish to create a synthetic forward rate agreement in which you would lock in a return between 150 and 310 days. The price of a 150-day zero coupon bond is 0.9823 and the price of 310-day zero coupon bond is 0.9634. What is the approximate yield on the synthetic FRA?
A) 1.8%
B) 2.0%
C) 2.9%
D) 3.8%
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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#1
Posts: 471
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6 years ago
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elf_fu Author
wrote...
#2
6 years ago
Thank you Heavy Heart
wrote...
#3
4 years ago
good !!!!!!!!!!!!!
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#4
4 years ago
ty
wrote...
#5
4 years ago
very good explination. im happy for this.
wrote...
#6
3 years ago
thank you
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