Question

Using base 100 pricing, the price of bonds that mature in years 1, 2, and 3 is 101.92, 100.87, and 99.34, respectively. Given this data, what is the 2-year forward price for a 1-year bond?
A) 98.48
B) 99.34
C) 100.22
D) 100.87

Answer

This answer is hidden. It contains 1 characters.