Question: When pricing an interest-rate swap, the floating-rate payments are calculated using ________ rates, and their present values are calculated using ___________ rates. a. Risk-Adjusted; Spot

When pricing an interest-rate swap, the floating-rate payments are calculated using ________ rates, and their present values are calculated using ___________ rates.

a.

Risk-Adjusted; Spot

b.

Spot; Risk-Adjusted

c.

Forward; Spot

d.

Spot; Forward

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