An analyst observes the following yields to maturity on zero-coupon government bonds:
1 year: 1.5%
2 years: 2.5%
3 years: 3.5%
The implied one-year forward rate two years from now (2y1y) is closest to:
Exam-Like
A
4.5%.
0.0%
B
5.5%.
50.0%
C
6.6%.
50.0%
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An analyst observes the following yields to maturity on zero-coupon government bonds:
- 1 year: 1.5%
- 2 years: 2.5%
- 3 years: 3.5%
The implied one-year forward rate two years from now (2y1y) is closest to: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz
