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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