CFA Level I Yield Measures Spot and Forward Rates Video Lecture by Mr. Arif Irfanullah part 3

[@IFT-CFA]

You are correct. I should have said/written 3-year spot rate and NOT 3-month spot rate. Sorry.

[@jamilahmed9234]

Hi Arif, Thank you very much for your detailed videos. I have been through a lot of other products (cfa videos) which try to explain these concepts, but in my opinion yours are the best. Your ability to explain some of these complex points in an easy manner is your strength. The ability to explain concepts in an easy manner is God's gift. I am surely going to go through all of your videos. Keep it up. God bless you.

[@jaha790]

hi Arif i think 3 month spot rate metioned at 00:18 should be 3 year spot rate.

[@syedghazi326]

I can hear the walls ice cream van's sound at 4:41. So refreshing to hear it in England !

[@IFT-CFA]

+syed ghazi Sorry about that, thanks for letting us know!

[@KC-kc2ce]

FunkyFresh: Here's the breakdown: 100= 5.71428 + 106/(1+X)^2 94.285714286 = 106/(1+X)^2 (Multiply by (1+X)^2 on each side of the equation 94.285714286 (1+X)^2= 106 Divide by 94.28514286 on each side of the equation (1+X)^2= 1.1242424242 Take the square root on each side of the equation 1+X= (1.1242424242)^.5 X= 1.0603-1 X= .0603 (Rate for Half the Year) 1YR Spot Rate = .0603 X 2 = .1206 or 12.06%

[@VadyaPotemkin]

How can Coupon rate be equal to the YTM (BEY)? Is that mistake?

[@VadyaPotemkin]

for sure this question is work for semiannual coupon payments, but you use the semiannual payments as well

[@FunkyFreshFritz]

can somebody please show how to get this 0,0603 ? I dont get this rate

[@kshitijneekhra7301]

It should be 3 year spot rate instead of 3 months spot rate arif

[@FunkyFreshFritz]

I get 0,0569 ...