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You Wish to Forecast the 1-Year Bond Rate 3 Years

Question 36

Multiple Choice

You wish to forecast the 1-year bond rate 3 years from now. The 4-year spot rate is 10%, and the 3-year spot rate is 9%. Based on the expectations theory, the forecasted 1-year rate 3r4 is:


A) 10%
B) 11%
C) 13%
D) none of the above

Correct Answer:

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