Using the zero-coupon bond yields in Table 8.9, what is the fixed rate in a 4-quarter interest

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Using the zero-coupon bond yields in Table 8.9, what is the fixed rate in a 4-quarter interest rate swap? What is the fixed rate in an 8-quarter interest rate swap?

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Derivatives Markets

ISBN: 978-0321280305

2nd Edition

Authors: Robert L. McDonald

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