NO.PZ2020011303000176
问题如下：
If the two-year rate and the three-year rate are 4% and 3%, respectively, what is the forward rate for the third year? Assume all rates are measured with continuous compounding.
选项：
解释：
题目问：如果两年期利率和三年期利率分别为 4% 和 3%，那么第三年的远期利率是多少？假设所有利率都是通过连续复利来衡量的。 e^(4%*2)*e^(F*1)=e^(3%*3)
这样算1.04^2 * f =1.03 ^3 错在哪里
