CFA Level 2
Fixed Income

Understanding Implied Forward Rates

Very Easy Term Structure Dynamics Forward Rates

Consider a loan that has an interest rate of 5% for the first year and an implied forward rate of 6% for the second year. If you invest in a two-year bond with a yield to maturity (YTM) of 5.5%, how would you interpret the implied forward rate?

Taking into account the information provided, which of the following statements is correct regarding forward rates in this context?

Hint

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