问题如下图：
选项：
A. 
B. 
C. 
解释：
要怎么区分是不是计算FP=S0*（1+rf）^t，还是1/远期利率啊？我以为是衍生品中的FP呢
NO.PZ201701230200000201 问题如下 1. In his presentation of Investment 1, Smith coulshow thunr the no-arbitrage principle, the forwarpriof a one-yegovernment bonto issuein one yeis closest to: A.0.9662. B.0.9694. C.0.9780. B is correct. The forwarpricing mol is baseon the no-arbitrage principle anis useto calculate a bons forwarpribaseon the spot yielcurve. The spot curve is constructeusing annualizerates from option-free anfault risk-free zero-coupon bon.Equation 2: p(T*+T)=P(T*)F(T*,T); we neeto solve for F(1,1).P(1)=1/(1+0.0225) anp(2)=1/(1+0.0270)2,F(1,1)=P(2)/P(1)=0.9481/0.9780=0.9694. 我用的是 2.25%+0.25% 和 2.7%+0.3%
NO.PZ201701230200000201 问题如下 1. In his presentation of Investment 1, Smith coulshow thunr the no-arbitrage principle, the forwarpriof a one-yegovernment bonto issuein one yeis closest to: A.0.9662. B.0.9694. C.0.9780. B is correct. The forwarpricing mol is baseon the no-arbitrage principle anis useto calculate a bons forwarpribaseon the spot yielcurve. The spot curve is constructeusing annualizerates from option-free anfault risk-free zero-coupon bon.Equation 2: p(T*+T)=P(T*)F(T*,T); we neeto solve for F(1,1).P(1)=1/(1+0.0225) anp(2)=1/(1+0.0270)2,F(1,1)=P(2)/P(1)=0.9481/0.9780=0.9694. 他只说a one-yegovernment的FP，我怎么判断是f(1,1)还是f（2,1）呢？不是一般都说从哪年开始的几年期么，这题是如何体现是f(1,1)的暗示的
NO.PZ201701230200000201 算远期利率这个样的公式我会，但是直接用这个公式算价格，有点没有懂
NO.PZ201701230200000201 0.9694. 0.9780. B is correct. The forwarpricing mol is baseon the no-arbitrage principle anis useto calculate a bons forwarpribaseon the spot yielcurve. The spot curve is constructeusing annualizerates from option-free anfault risk-free zero-coupon bon. Equation 2: p(T*+T)=P(T*)F(T*,T); we neeto solve for F(1,1). P(1)=1/(1+0.0225) anp(2)=1/(1+0.0270)2, F(1,1)=P(2)/P(1)=0.9481/0.9780=0.9694.请问这里不考虑swsprea？
