Question: A three year floating rate note pays a 6 month Libor plus 100 bps. The floater is priced at 98 per 100 of porvaus. The

A three year floating rate note pays a 6 month Libor plus 100 bps. The floater is priced at 98 per 100 of porvaus. The current 6-month Libor is 0.5%. Assume a constant 6 month Labor and evenly spaced periods. The discount margin for the floater in basis points is closest to a 138 b. 169 C204 The correct answer is 169 o Mid-term test. Att...pdf 1634091855_535 docx 16.sol.pdf

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