这数字是怎么算出来的

问题如下：

Suppose the one-year and two-year spot rates in Canada move upward by 20 bps but the three-year Canadian spot rate remains unchanged. Which of the following best reflects the updated three-year Canadian par rate?

选项：

A.

Increases by approximately 13 bps

B.

Increases by approximately 7 bps

C.

Increases by approximately 0.16 bps

解释：

C is correct. The par rate of 0.7952% approximates the spot rate of 0.7977%, so the most important change affecting the three-year par rate is the change in the three-year spot rate. Because it does not change, the only change will be a slight move in the par rate toward the spot rate (to approximately 0.7968%).