Question: FE - 6 2 0 Pricing and Hedging 8 May 2 0 2 4 Problem 1 ( 1 0 pt ) . Assume that an

FE-620 Pricing and Hedging
8 May 2024
Problem 1(10pt).
Assume that an interest rate is quoted as 5.25% with quarterly annual compoinding. What is the rate expressed with:
i) annual compounding
ii) semi-annual compounding
iii) continuous compounding
Report the result as x.yyy% with 3 decimal place digits.
 FE-620 Pricing and Hedging 8 May 2024 Problem 1(10pt). Assume that

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