Question: Hello, I need help with a question regarding inverse floaters. I have the following three-month LIBOR yield curve: Time to maturity - Rate 0 -

Hello, I need help with a question regarding inverse floaters. I have the following three-month LIBOR yield curve:

Time to maturity - Rate

0 - 1.9%

0.25 - 2.1%

0.5 - 2.3%

0.75 - 2.5%

1 - 2.7%

1.25 - 2.9%

1.5 - 3.1%

1.75 - 3.5%

2 - 4%

I need to calculate the price of an inverse floater with face value 100 and coupon rate of 5%-LIBOR

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