PAI CF1 — Matematika Keuangan

PAI CF1 — Matematika Keuangan (Persatuan Aktuaris Indonesia)

Term Structure Duration ImmunizationEnglish
Exam overview

Practice session

The 1-year spot rate is 5% and the 2-year spot rate is 6%, both annual effective. What is the implied 1-year forward rate from year 1 to year 2?

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