Use the data from Q5, and given the following annualized interest rates: r(30) = 4.0%; r(120)...
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Use the data from Q5, and given the following annualized interest rates: r(30) = 4.0%; r(120) = 4.5%; r(210) = 5.0%, and; r(300) = 5.5% sixty days after the initiation of the pay-fixed swap. After marking-to-the-market, what is the new fixed swap rate, FSW, in %? 1.11% 1.12% 1.13% 1.14% Use the data from Q5, and given the following annualized interest rates: r(30) = 4.0%; r(120) = 4.5%; r(210) = 5.0%, and; r(300) = 5.5% sixty days after the initiation of the pay-fixed swap. After marking-to-the-market, what is the new fixed swap rate, FSW, in %? 1.11% 1.12% 1.13% 1.14%
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