Question: part a please this is all the information provided by the question Floating Rate Note Practice Problem Let's denote today by t = 0. The

part a please part a please this is all the information provided by the question
this is all the information provided by the question

Floating Rate Note Practice Problem Let's denote today by t = 0. The term structure of interest rates all rates stated at an annual rate) is given by: r(0,1) 10.52% r(0,2) = 11.33% r(0.3) 11.96% r(0,4) 12.47% a) Consider a floating rate note with a face value of $5,000. This floater pays a coupon at time t equal to r(t-1,t). The coupons are annual, and the reset dates for the floater are t = 1,2,3. The floater matures at t = 4. What is the value of this floater when it is issued at t = 0

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