单选题 Suppose that the one-year forward rate starting one year from now is 6%. Which of the following statements is TRUE under the pure expectations hypothesis? The expected:

A、 future risk premium for short-term bills is 6%.
B、 future one-year spot rate in one year"s time is equal to 6%.
C、 future risk premium for long-term bonds is 6%.

【正确答案】 B

【答案解析】Under the pure expectations hypothesis, forward rates are equal to expected future spot rates.