Question: Using the slope movement probabilities in Example 15.5.3, the slope random numbers in Example 15.5.3, and the 10-year rates in Exercise 15.7, calculate the resulting
Using the slope movement probabilities in Example 15.5.3, the slope random numbers in Example 15.5.3, and the 10-year rates in Exercise 15.7, calculate the resulting 90-day rates for 1. Period 4, assuming Period 3’s slope was 0.90 2. Period 7, assuming Period 6’s slope was 1.05 3. Period 8, using the resulting slope for Period 7.
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