Question: Given the below chart and setting delta = 60/360, find the swap rate: L60 0.25% L120 0.4500% L180 0.75%
Given the below chart and setting delta = 60/360, find the swap rate:
| L60 | 0.25% |
| L120 | 0.4500% |
| L180 | 0.75% |
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