丫同學(xué)
2018-07-30 11:04An investor has entered into a forward rate agreement where she has contracted to pay a fixed rate of 5 percent on $5,000,000 based on the quarterly rate in three months. If interest rates are compounded quarterly, and the floating rate is 2.5 percent in three months, what is the payoff at the end of the sixth month? The investor will: 請(qǐng)問(wèn)老師，這道題最后說(shuō)的是6個(gè)月的，為什么不是乘以6/12而是乘以3/12呢？
所屬：FRM Part I 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
金程教育吳老師助教
2018-07-30 11:35
該回答已被題主采納
學(xué)員你好。這道題問(wèn)的是未來(lái)第六個(gè)月末，不是未來(lái)6個(gè)月。
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