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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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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® 2025 Level I Curriculum, Volume 1, Module 2.