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Basic Question 0 of 27
If yields extend to 30 years on today's yield curve, then 5 years hence, the longest maturity forward rate would be:
B. f(5,30)
C. f(5,35)
A. f(5,25)
B. f(5,30)
C. f(5,35)
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Colin Sampaleanu
Learning Outcome Statements
describe relationships among spot rates, forward rates, yield to maturity, expected and realized returns on bonds, and the shape of the yield curve;
describe how zero-coupon rates (spot rates) may be obtained from the par curve by bootstrapping;
CFA® 2025 Level II Curriculum, Volume 4, Module 26.