Question :
111.Observing the following term structure; a US treasury bond maturing : 1404041
111.Observing the following term structure; a US treasury bond maturing in 1 year has a yield of 3% while US Treasury bond maturing in 2 years has a yield of 7%; what is the expected 1 year rate, 1 year from now?
a.10.16%
b.11.00%
c.11.16%
d.11.23%
112.Observing the following term structure; a US treasury bond maturing in 1 year has a yield of 5% while US Treasury bond maturing in 2 years has a yield of 6%; what is the expected 1 year rate, 1 year from now?
a.7.00%
b.7.01%
c.7.30%
d.5.66%
113.Observing the following term structure; a US treasury bond maturing in 5 years has a yield of 6% while US Treasury bond maturing in 3 years has a yield of 4%; what is the expected 2 year rate, 3 years from now?
a.10.00%
b.9.07%
c.8.86%
d.9.00%
114.Observing the following term structure; a US treasury bond maturing in 5 years has a yield of 6% while US Treasury bond maturing in 3 years has a yield of 8%; what is the expected 2 year rate, 3 years from now?
a.3.07%
b.8.07%
c.2.36%
d.4.35%