问题
单项选择题
An analyst collects the following information regarding spot rates of interest: 1-year rate=4%. 2-year rate=5%. 3-year rate=6%. 4-year rate=7%. Utilizing the pure expectations theory of the term structure of interest rates, the expected annualized 2-year interest rate two years from today will be:
A．
| A. 7.02%. |
B．
| B. 8.03%. |
C．
| C. 9.04%. |
答案
参考答案：C
解析：
