Question: Maturity = 2 Coupon (float) = LIBOR + 80bps Price = 97 Current 6-month LIBOR = 1% Day Count = 30/360 The discount margin for

Maturity = 2 Coupon (float) = LIBOR + 80bps Price = 97 Current 6-month LIBOR = 1% Day Count = 30/360

The discount margin for the bond above, in basis points, is?

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