- 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
F(T*-t, T) denotes a forward rate that:
B. at time T* - t years from today for a zero coupon bond with maturity T years.
C. at time T* years from today for a zero coupon bond with maturity T - t years.
A. at time T years from today for a zero coupon bond with maturity T* years.
B. at time T* - t years from today for a zero coupon bond with maturity T years.
C. at time T* years from today for a zero coupon bond with maturity T - t years.
Correct Answer: B
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