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ohai wrote:
Also, the question is a bit weird. They want ”two one-period forward rates”. What is the first period? Is this the period from t=0 to t=1 year?
Yes I’m guessing it means r1 & 1f2.
FeRMioN wrote:
6.02 & 7.99
Got the same answers on that assumption:
r1=0.060206
r2=0.069991
1f2=0.079867
Although they are slightly off to the ones given.. |
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发表于 2013-4-28 06:50
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