单选题
The current 4 - year spot rate is 4% and the current 5 - year spot rate is 5.5%. What is the 1 - year forward rate in four years?
A、
A. 8.62%.
B、
B. 9.58%.
C、
C. 11.72%.
【正确答案】
C
【答案解析】
1
f
4
=(1.055)
5
/(1.04)
4
-1=0.1172
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