Use the table for the question(s)below.
Consider the following zero-coupon yields on default-free securities:
-The forward rate for year 3 (the forward rate quoted today for an investment that begins in two years and matures in three years)is closest to:
A)4.5%.
B)5.0%.
C)5.2%.
D)4.6%.

Question

Use the table for the question(s)below.
Consider the following zero-coupon yields on default-free securities: 
-The forward rate for year 3 (the forward rate quoted today for an investment that begins in two years and matures in three years)is closest to:
A)4.5%. 
B)5.0%. 
C)5.2%. 
D)4.6%.

Quizplus · Accepted Answer

The Answer of Use the table for the question(s)below.
Consider the following zero-coupon yields on default-free securities: 
-The forward rate for year 3 (the forward rate quoted today for an investment that begins in two years and matures in three years)is closest to:
A)4.5%. 
B)5.0%. 
C)5.2%. 
D)4.6%.

Use the Table for the Question(s)below