Consider spot rates for three zero-coupon bonds:r(1)=3%,r(2)=4%,andr(3)=5%.Which statement is correct? The forward rate for a one-year loan beginning in one year will be:

A. less than the forward rate for a one-year loan beginning in two-years.
B. greater than the forward rate for a two-year loan beginning in one-year.
C. greater than the forward rate for a one-year loan beginning in two-years.

Ans: A. less than the forward rate for a one-year loan beginning in two-years.

Business

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