An analyst observes the following series of 1-year forward rates:
| Time Period | Forward Rate |
|-------------|--------------|
| 0y1y | 0.1% |
| 1y1y | 0.3% |
| 2y1y | 0.6% |
Based on only this information, the price per 100 of par value of a 3-year 0.2% annual coupon bond is closest to: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz
Chartered Financial Analyst Level 1
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An analyst observes the following series of 1-year forward rates:
Time Period
Forward Rate
0y1y
0.1%
1y1y
0.3%
2y1y
0.6%
Based on only this information, the price per 100 of par value of a 3-year 0.2% annual coupon bond is closest to:
