garp17-p1-76
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C
GARP.FRM.PQ.P1 2017 GARP Practice Exam #76 -Derive forward interest rates from a set of spot rates
Hello, I found this question in the GARP Practice Exam, I do not understand the resolution and want to know if anyone can help me. Below is information on term structure of swap rates: The 2-year forward swap rate starting in three years is closest to: A. 3.50% B. 4.50% C. 5.52% D. 6.02%...- coladegatito
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- garp17-p1-76
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- Forum: P1.T3. Financial Markets & Products (30%)