Question: Consider a five-year LIBOR-based interest rate swap with annual resets (30/360-day count). What is the fixed rate? Years Estimated Present Value 1 0.992346 2 0.975634

Consider a five-year LIBOR-based interest rate swap with annual resets (30/360-day count). What is the fixed rate?

Years

Estimated Present Value

1

0.992346

2

0.975634

3

0.964345

4

0.967543

5

0.938765

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