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Based on the information below，please answer the question：
The 6-month forward rate on an investment that matures in 1.5 years is closest to:
Maturity (Years) | Strip Price | Spot Rate | Forward Rate |
0.5 | 99.2556 | 1.50% | 1.50% |
1.0 | 98.2240 | 1.80% | 2.10% |
1.5 | 96.7713 | 2.20% | ? |
2.0 | 95.1524 | ? | 3.40% |
The 6-month forward rate on an investment that matures in 1.5 years is closest to:
A. 2.50%
B. 2.75%
C. 3.00%
D. 3.25%
Answer: C
The forward rate can be calculated as
