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15 points Save Answer A bond manager has a $10 million face value three-year floating rate note carrying a coupon of 6-month BBSW plus 0.20%. She enters a three-year interest rate swap on a notional principal of $10 million whereby she receives 5.24% fixed/pays 6-month BBSW. What is the effective annual % return of the bond manager. 5.44% Moving to another question will save this response. gt