Calculate the Value of X (The Implied Forward Rate on One-Year

question 63

Multiple Choice

Calculate the value of x (the implied forward rate on one-year maturity Treasuries to be delivered in one year) .

• A)6.53 percent.
• B)10.83 percent.
• C)5.75 percent.
• D)6.925 percent.
• E)1.017 percent. [Refer to: 10-114]

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