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49
The zero curve is upward sloping. Define X as the 1-year par yield, Y as the 1-year zero rate and Z as the forward rate for the period between 1 and 1.5 year. Which of the following is true?
A.X is less than Y which is less than Z
B.Y is less than X which is less than Z
C.X is less than Z which is less than Y
D.Z is less than Y which is less than X
E.X is less than Y which is less than Z
F.Y is less than X which is less than Z
G.X is less than Z which is less than Y
H.Z is less than Y which is less than X
A.X is less than Y which is less than Z
B.Y is less than X which is less than Z
C.X is less than Z which is less than Y
D.Z is less than Y which is less than X
E.X is less than Y which is less than Z
F.Y is less than X which is less than Z
G.X is less than Z which is less than Y
H.Z is less than Y which is less than X
Answer: A
When the zero curve is upward sloping, the one-year zero rate is higher than the one-year par yield and the forward rate corresponding to the period between 1.0 and 1.5 years is higher than the one-year zero rate. The correct answer is therefore A.
When the zero curve is upward sloping, the one-year zero rate is higher than the one-year par yield and the forward rate corresponding to the period between 1.0 and 1.5 years is higher than the one-year zero rate. The correct answer is therefore A.
Karteninfo:
Autor: CoboCards-User
Oberthema: Finance & Investment
Thema: Derivatives
Veröffentlicht: 27.10.2015