Suppose the three - month LIBOR was 9 9 . 5 0 0 in March 2 0

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Question:

Suppose the three

-

month LIBOR was

99.500

in March

2012

and the six

-

month LIBOR

was

99.300

in June

2012 .

What is the nine

-

month LIBOR in March

2012 ?

Posted Date: May 11, 2024 05:16 AM

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Suppose the three - month LIBOR was 9 9 . 5 0 0 in March 2 0

Question:

Expert Answer:

To find the ninemonth LIBOR in March 2012 we can use linear interp... View the full answer

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