题目
Consider the following, a 7-year zero-coupon bond carries an annual yield of 6.75% and a 6-year zero coupon bond carries an annual yield of 5.87%. Calculate the 1 year forward rate 6 years from now. Assume annual compounding.
选项
A.6.31%
B.12.03%
C.12.19%
D.12.62%
答案
C
解析
The solution follows：
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