|
- UID
- 235461
- 帖子
- 2
- 主题
- 1
- 注册时间
- 2011-10-22
- 最后登录
- 2011-11-12
|
assume that one to five year spot rates are respectively r1=5%,r2=5.4%,r3=5.7%, r4=5.9%，r5=6%.suppose someone told you that the six year spot rate was 4.8%
(1) why would you not believe him?
(2) how could you make money if he was right?
(3) what is the minimum sensible value for the six-year spot rate?
谢谢啦！ |
|
发表于 2011-10-22 23:54
|