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58
The zero curve is downward 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
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
Answer: D
The forward rate accentuates trends in the zero curve. The par yield shows the same trends but in a less pronounced way.
The forward rate accentuates trends in the zero curve. The par yield shows the same trends but in a less pronounced way.
Karteninfo:
Autor: CoboCards-User
Oberthema: Finance & Investment
Thema: Derivatives
Veröffentlicht: 27.10.2015