How to Solve Term Structure — Term structure — spot rates, forward rates, and spot-curve pricing Questions on Exam FM

Exam FM Topic: Term Structure — Term structure — spot rates, forward rates, and spot-curve pricing Verified Procedural Question
Sample Practice Problem ID: #5A9HI
A municipal treasury observes that unit zero-coupon notes cost \(950\) for one year and \(850\) for two years. Calculate the one-year forward rate from year 1 to year 2.
(A)0.0784
(B)0.1176
(C)0.0964
(D)0.0882
(E)0.1070
📖 Worked Solution & Strategy
\(1+f_{[1,2]}=950/850\), so \(f_{[1,2]}=0.11764706\). Thus the requested value is \(0.11764706\). Therefore the correct option is \(0.11764706\).
Therefore, the result is \(0.1176\), so the correct answer is option (B).

Final Answer: Option (B)

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