题目
The price of a six-month zero-coupon bond (bill) is $99.90 and the price of a one-year zero-coupon bond is $98.56. What is the implied six-month forward rate, under semi-annual compounding?
选项
A.1.30%
B.2.95%
C.2.72%
D.3.08%
答案
C
解析
The solution is as follows:(99.90/98.56-1)×2 = 2.719%这个题的是：(99.90/98.56-1)×2 = 2.719%