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(18) The table below shows the zero-coupon price with matured value of I at various years 2 4 Year of maturity Zero coupon price with
(18) The table below shows the zero-coupon price with matured value of I at various years 2 4 Year of maturity Zero coupon price with matured value 0.985 0971 0.954 10.933 Suppose you enter the first three-year interest rate swap with a third party. What next interest gain you gain in the second year if the actual spot rate at that time is 0.017. (A)-0.0014 (B) -0.0012 (C) 0 (D) 0.0012 (E) 0.0014
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