题目
A 1-year 7.25% coupon bond is trading at a price of 98, a 2-year 6.1% coupon bond is trading at 99, and a 3-year 7.55% coupon bond is trading at 101. All coupons and rates are given using the annual Actual/Actual convention. Using this information the 1-year forward rate 2 years from now is closest to:
选项
A.6.57%
B.7.14%
C.8.24%
D.8.29%
答案
D
解析
这道题的解析如下：「huixue_img/importSubject/1564169526889811968.png」