- CFA Exams
- CFA Level I Exam
- Topic 6. Fixed Income
- Learning Module 26. The Term Structure and Interest Rate Dynamics
- Subject 1. The Forward Rate Model
CFA Practice Question
Given the spot rates r(1) = 5%, r(2) = 5.5%, and r(3) = 6%, calculate f(2, 1).
B. 6.8%
C. 7%
A. 6.5%
B. 6.8%
C. 7%
Correct Answer: C
[1 + r(3)]3 = [1 + r(2)]2 [1 + f(2,1)]
[1.06]3 = [1.055]2 [1 + f(2,1)]
f(2,1) = 7%
User Contributed Comments 2
User | Comment |
---|---|
akirchner1 | f(2,1) This is like saying 'what is is the one year rate beginning in two years.' A shortcut method is (6 x 3) - (5.5 x 2) = 7. |
UcheSam | @akirchner1, it does not work in all scenarios. Try out f(1,2). |