Given the following spot and forward rates, how much should an investor pay for each $100 of a 3-year, annual zero-coupon bond? One-year spot rate is 3.75% The 1-year forward rate 1 year from today is 9.50% The 1-year forward rate 2 years from today is 15.80% The investor should pay approximately: 这道题的计算过程麻烦讲解下

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刘同学2019-01-06 21:02:50

Given the following spot and forward rates, how much should an investor pay for each $100 of a 3-year, annual zero-coupon bond? One-year spot rate is 3.75% The 1-year forward rate 1 year from today is 9.50% The 1-year forward rate 2 years from today is 15.80% The investor should pay approximately: 这道题的计算过程麻烦讲解下

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