Question: 20.13. (Form a Spreadsheet) Extend Example 20.3 to calculate CVA when default can happen in the middle of each month. Assume that the default probability

20.13. (Form a Spreadsheet) Extend Example 20.3 to calculate CVA when default can happen in the middle of each month. Assume that the default probability during the first year is 0.001667 per month and the default probability during the second year is 0.0025 per month..

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