Question: Using the yield curve information FRA (8 x 9): After 8 years, the one-year rate is: Notional amount: Discount rate: Answer: find the associated

MATURITY (YEARS): 1 2 3 4 6 7 8 9 10 YIELD (APR): 2.70000% 2.73499% 2.76998% 2.80497% 2.83995% 2.87493%

Using the yield curve information FRA (8 x 9): After 8 years, the one-year rate is: Notional amount: Discount rate: Answer: find the associated one-year forward rate agreement (FRA) 3.310% APR Answer: 20,635,000 3.310% APR From the long position perspective, what amount is paid (negative value) or received (positive value)? (xxx,xxx.xxxxx) What is this amount if the discount rate is changed to: (X.XXXXX%) 3.610% APR (XXX,XXX.XXXXX) YIELD CURVE INFORMATION MATURITY (YEARS): 1 2 3 4 6 7 8 9 10 YIELD (APR): 2.70000% 2.73499% 2.76998% 2.80497% 2.83995% 2.87493% 2.90990% 2.94488% 2.97984% 3.01480%

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