李同学2019-03-14 13:04:41

04.单选题 已收藏 标记 纠错 Given the following spot and forward rates: Current 1-year spot rate is 5.4%. One-year forward rate one year from today is 7.52%. One-year forward rare two years from today is 12.56%. One-year forward rate three years from today is 13.3%. The value of a 4-year, 10% annual-pay, $1,000 par value bond is closest to: A $996. B $1022.62. C $1,086. 问：和本题无关，想问一下 bond的spot rate和forward rate是哪里来的，是发行机构（比如银行）规定好的么，可以在相应的地方查到吗？