Question: 5. Floor Valuation Value a three-year interest rate floor with a $100 million notional amount and a floor rate of 5.40% using the binomial interest-rate

5. Floor Valuation Value a three-year interest rate floor with a $100 million notional amount and a floor rate of 5.40% using the binomial interest-rate trees shown below (show your calculations at each node ): 6.00% NHH 4.50% NH 3.00% 5.00% N NHL 3.50% NL 4.00% NLL

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