题目
The following discount function contains semi-annual discount factors out to two years: d(0.5) = 0.9970, d(1.0) = 0.9911, d(1.5) = 0.9809, d(2.0) = 0.9706. What is the implied eighteen-month (1.5 year) spot rate (aka, 1.5 year zero rate)?
选项
A.0.600%
B.1.176%
C.1.290%
D.1.505%
答案
C
解析
「huixue_img/importSubject/1564170384012611584.png」