问题如下：
Based on Exhibits 5 and 6, the value of the lower one-period forward rate is closest to:
选项：
A.3.5122%.
B.3.5400%.
C.4.8037%.
解释：
B is correct.
The value of the lower one-period forward rate is closest to 3.5400%, calculated as 0.058365 × e–0.50 = 0.035400.
这题也没用上exhibit 5 啊
