[单选题]

A bank loan department is trying to determine the correct rate for a 2-year loan to be made two years from now. If current implied Treasury effective annual spot rates are: 1-year = 2%, 2-year = 3%, 3-year = 3.5%, 4-year = 4.5%, the base (risk-free) forward rate for the loan before adding a risk premium is closest to:

A.4.5%.

B.6.0%.

C.9.0%.

参考答案与解析:

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