Question 4 LIBOR (annual Notional amount Fixed interest rate Floating interest rate Time to Pa 10,000,000 Period 180.0 181.0 180.0 181.0 5 50% 4.25%- 4.50% 4.75% 5.00% LIBOR + 100b Semi-annual Based on the swap information above, complete the table below: (20 marks) Net Net amount Fixed rate Float le 0.5 4FJ3 Assignment #2 Fall 2018 1.0 1.5 2.0 Question 5 Sue Winters, CFO, Textra Corp, provided you with the following information for a swap with a notional amount of $15,000,000. The PV of the float leg is $1,525,050 Complete the following table and calculate the swap rate. (25 marks) Days in 3-moCurrent Eurodollar Forward Forward Period Quarter LIBOR Futures Price rate discount factor PV notional 90 5.75% 1.438% 1. 580% 1.636% 1.674% 1.700% 1.744% 1.789% 1.827% 93.75 93.60 93.45 93.20 92 90 92 93.00 92 92.85 Question 4 LIBOR (annual Notional amount Fixed interest rate Floating interest rate Time to Pa 10,000,000 Period 180.0 181.0 180.0 181.0 5 50% 4.25%- 4.50% 4.75% 5.00% LIBOR + 100b Semi-annual Based on the swap information above, complete the table below: (20 marks) Net Net amount Fixed rate Float le 0.5 4FJ3 Assignment #2 Fall 2018 1.0 1.5 2.0 Question 5 Sue Winters, CFO, Textra Corp, provided you with the following information for a swap with a notional amount of $15,000,000. The PV of the float leg is $1,525,050 Complete the following table and calculate the swap rate. (25 marks) Days in 3-moCurrent Eurodollar Forward Forward Period Quarter LIBOR Futures Price rate discount factor PV notional 90 5.75% 1.438% 1. 580% 1.636% 1.674% 1.700% 1.744% 1.789% 1.827% 93.75 93.60 93.45 93.20 92 90 92 93.00 92 92.85