- CFA Exams
- CFA Level I Exam
- Topic 6. Fixed Income
- Learning Module 9. The Term Structure of Interest Rates: Spot, Par, and Forward Curves
- Subject 2. Par and Forward Rates
CFA Practice Question
The minimum data required to calculate the implied forward rate for five years beginning two years from now would be ______.
B. spot rates at one-year intervals for the seven-year period
C. the two-year and seven-year spot rates
D. spot rates at six-month intervals for two years and the seven-year spot rate
A. spot rates at six-month intervals for the seven-year period
B. spot rates at one-year intervals for the seven-year period
C. the two-year and seven-year spot rates
D. spot rates at six-month intervals for two years and the seven-year spot rate
Correct Answer: C
User Contributed Comments 4
User | Comment |
---|---|
johntan1979 | Repeat question emphasizes the importance of getting this right. |
ldfrench | Hey...hey, John? Are...are you tan? Been wondering this over the past five months. |
praj24 | John the Revelator! |
nickcoulby | John is the man!!!! |