The CFA Level 1 Exam: Best Proxy for Risk-Free Rate

Best Proxy for Risk-Free Rate

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Question

What is the best proxy for the risk-free rate?

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Explanations

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A. B. C. D.

C

Treasury securities are essentially risk-free because of the seeming impossibility of a U.S. government default. In the recent past, the 5-year Treasury note rate has been used as a proxy for the risk-free rate because it is said to reflect the investment horizon of most investors.