3、Using the spot rate curve given in Exhibit 1, the one-year forward rate one year from today is closest to:【单选题】 A. 0.27%. B. 0.35%. C. 0.45%. 相关知识点: 试题来源: 解析 C f(1,1) = [(1.0029) /(1.0013)] - 1 = 0.00450 or 0.45%....
因为我们是从最后一期往前一年一年的折现的，所以用的是1-year forward rate
1-year spot rate is 5.5%. One-yearforward rate one year from today is 7.63%. One-yearforward rate two years from today is 12.18%. One-yearforward rate three years from today is 15.5%. Thevalue of a 4-year, 10% annual-pay, 已实与广越厂交to:() A " src="https://tiku-data.cd...
On a semiannual bond equivalent yield (BEY) basis, the six-month forward rate one year from now is closest to: A. 4.21%. B. 3.64%. C. 2.10%. 解析:选A。注意,对于半年期基准,six-month forward rate one year from now 等价于 2y1y。对于一年期远期利率Ty1y(T > 0),有以下公式计算: ...
An analyst gathered the following information about a manufacturing company: Expected cash dividends one year from today $6.00 Expected growth rate 7% Common stock (current market price) $72.00 Company tax rate 34% The company’s after-tax cost of retained earnings is closest to: A. 15.33% 3...
D. 3.41%, reflecting the PD in year 2 conditional on no default in year 1. 正确答案:B 分享到: 答案解析: The PD can be calculated from the implied risk-free rate and expected forward rate using the following formula: (1 + implied 1-year forward risk-free rate) = (1 − PD) ×...
The spot exchange rate is 1.1132 GBP/EUR and the 1-year forward rate is quoted as 1349 points. The 1-year forward exchange rate for GBP/EUR is closest to : A. 1.2481. B. 1.1267. C. 1.2634. 相关知识点: 试题来源: 解析 A
题目The spot exchange rate is 1.1132 GBP/EUR and the 1-year forward rate is quoted as +1349 points. The 1-year forward exchange rate for GBP/EUR is closest to: A)1.1267. B)1.2481. C)1.2634.相关知识点: 试题来源: 解析 B 略
中国Forward Rate: BOC: Average: AUD: 1 Month的相关指标 相关指标数值频率范围 远期汇率:中国银行:中间价:澳大利亚元:1个月 (人民币/澳大利亚元)4.782018-05-08日2008-11-03 - 2018-05-08 远期汇率:中国银行:中间价:澳大利亚元:9个月 (人民币/澳大利亚元)4.8208 May 2018日03 Nov 2008 - 08 Ma...
year/10-year treasury spread is still negative in the 13 weeks ending july 19, 2024, is 59.1%, compared to 44.9% last week. the long-term peak in 1-month forward treasuries is now 5.13%, down 0.21% from last week but still below the near-term peak at...