Question: JUST POST ANSWER DONT NEED STEPS (This will be faster and ill give thumbsup) You are given the following discount factors: t (years) 0.25 0.5

JUST POST ANSWER DONT NEED STEPS (This will be faster and

JUST POST ANSWER DONT NEED STEPS (This will be faster and ill give thumbsup)

You are given the following discount factors: t (years) 0.25 0.5 0.75 1 Z(0,t) 0.9900 0.9750 0.9634 0.9500 Consider a 1-yr pay fixed, receive floating swap with a notional principal of $1,000,000. Cash flows are exchanged every 3-months. The current swap rate is 8%. What is the approximate change in the value of the swap for a 1% increase in interest rates? 8,102 7,482 7,739 6,833 7,028 You are given the following discount factors: t (years) 0.25 0.5 0.75 1 Z(0,t) 0.9900 0.9750 0.9634 0.9500 Consider a 1-yr pay fixed, receive floating swap with a notional principal of $1,000,000. Cash flows are exchanged every 3-months. The current swap rate is 8%. What is the approximate change in the value of the swap for a 1% increase in interest rates? 8,102 7,482 7,739 6,833 7,028

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