Anthony Wong · 2020年11月29日

问一道题：NO.PZ201712110200000206

1. CFA II
2. Fixed Income

* 问题详情，请 查看题干

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