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Year Spot Rate Quiz

If the nominal interest rate is 8% per year and the expected inflation rate is 3% per year, calculate the real rate of interest:

A 5-year bond with 6% coupon rate and $1000 face value is selling for $852.10. Calculate the yield to maturity of the bond. (Assume annual interest payments.)

Consider a bond with a face value of $1,000, a coupon rate of 6%, a yield to maturity of 6%, and three years to maturity. This bond's duration is:

Consider a bond with a face value of $1,000, a coupon rate of 0%, a yield to maturity of 9%, and ten years to maturity. This bond's duration is:

Consider a bond with a duration of 12 years and a market yield of 6%. This bond's volatility is:

If the 3-year spot rate is 12% and the 2-year spot rate is 10%, what is the one-year forward rate of interest two years from now?

The term structure of interest rates can be described as the:

Bonds rated below BBB (Baa) are called:

If the 20-year forward rate of interest is the same as the 19-year spot rate, what is the 20-year spot rate?

The expectations hypothesis states that the forward interest rate is the:

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