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Basic Question 1 of 1

Suppose the current forward curve for 1-year rates is 0y1y=2%, 1y1y=3%. The 2-year implied spot rates are ______.

A. 2.4%
B. 2.5%
C. 2.6%

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I am happy to say that I passed! Your study notes certainly helped prepare me for what was the most difficult exam I had ever taken.
Andrea Schildbach

Andrea Schildbach

Learning Outcome Statements

explain the cash flow additivity principle, its importance for the no-arbitrage condition, and its use in calculating implied forward interest rates, forward exchange rates, and option values

CFA® 2024 Level I Curriculum, Volume 1, Module 2.