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Basic Question 6 of 13

If yields extend to 30 years on today's yield curve, then 5 years hence, the longest maturity forward rate would be:

A. f(5,25)
B. f(5,30)
C. f(5,35)
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I just wanted to share the good news that I passed CFA Level I!!! Thank you for your help - I think the online question bank helped cut the clutter and made a positive difference.
Edward Liu

Edward Liu

Learning Outcome Statements

describe relationships among spot rates, forward rates, yield to maturity, expected and realized returns on bonds, and the shape of the yield curve;

describe how zero-coupon rates (spot rates) may be obtained from the par curve by bootstrapping;

CFA® 2025 Level II Curriculum, Volume 4, Module 26.