题目
Assuming the 92-day and 274-day interest rate is 8% (act/360, money market yield) compute the 182-day forward rate starting in 92 days (act/360, money market yield).
选项
A.7.8%
B.8.0%
C.8.2%
D.8.4%
答案
B
解析
Because the two spot rates are equal to 8 percent, the implied forward rate also has to be 8 percent.因为这两个即期利率等于8%，所以隐含的远期利率也是8%。（比较简单的方法是将这两个8%都看作连续复利下的利率，在进行计算就比较简单了）