Consider an interest-rate swap in which fixed rate K is exchanged for floating + 1%, and which

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Consider an interest-rate swap in which fixed rate K is exchanged for floating + 1%, and which has three-year maturity and annual payments. What

is the swap rate (that is the value of K at which the contract has zero value)?

Posted Date: May 17, 2024 11:07 AM

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Consider an interest-rate swap in which fixed rate K is exchanged for floating + 1%, and which

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