Question: question 2 A. 5% Fixed Float LIBOR + 2.5% B. 7% Fixed Float LIBOR + 4.1% Fixed rate mortage Float rate mortgage CARMS LIBOR +

question 2 question 2 A. 5% Fixed Float LIBOR + 2.5% B. 7% Fixed

A. 5% Fixed Float LIBOR + 2.5%

B. 7% Fixed Float LIBOR + 4.1%

Fixed rate mortage

Float rate mortgage CARMS

LIBOR + fixed %

Your assignment is to design a SWAP for A & B

1. Without SWAP Bank

2. With SWAP Bank

Last Group asagnant Fixed rate matage Fixed Floot I lost rate motgage CARMs) A 5% LIBOR +2.5% LIBOR + fixed % 2 7% LIBOR +4.1% your assignment is to design a swap for ASB 1. without Swap Bank 2. with swap Deck B 11 X 00:13:34

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