Question: The table below shows the spot rates for the given lengths of time. Number of Years Effective Annual Spot Rate 1 3.2% 2 3.5% 3

The table below shows the spot rates for the given lengths

The table below shows the spot rates for the given lengths of time. Number of Years Effective Annual Spot Rate 1 3.2% 2 3.5% 3 4.1% 4 4.5% 5 5.4% Calculate the swap rate, i, for a one-year deferred, three-year interest rate swap with settlement at the end of the year. The table below shows the spot rates for the given lengths of time. Number of Years Effective Annual Spot Rate 1 3.2% 2 3.5% 3 4.1% 4 4.5% 5 5.4% Calculate the swap rate, i, for a one-year deferred, three-year interest rate swap with settlement at the end of the year

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