Use the following information to answer QUESTIONS 23-33 Current 1 year, 2 year and 3 year 2000 coupon rates and 2.25 2.80% and 2.2cvely. You have a swap contract with maturity of 3 years that paysannually with notion principal of Sin and the fixed leg rate is 2.7346 time Zero rate forward rate Pirloating payment) PV fixed payment 2.25 D G 2 2.60% B E H 3 2.95% c F Question 23 What is the value of cell A? (Round to 4 decimal places and do not include the percentage sign For example, if the answer is 3.67892% then enter 3.6789 Question 24 What is the value of cell B? (Round to 4 decimal places and do not include the percentage sien. For example, the answer is 3.67892% then enter 3.6789) Question 25 That is the value of cell C? (Round to 4 decimal places and do not include the percentage sign. For example, if the answer is 3.67892% then enter 3.6789) Question 26 What is the value of cell b? (Round to 2 decimal places and do not include DEN For sample, if the correct answer is $100999 then enter 100999.00) Question 27 What is the value of cell E? (Round to 2 decimal places and do not include the dollar sign For example, the correct answer is $100999 then enter 100999.00 Question 28 What is the value of cell F? (Round to 2 decimal places and do not include the dollar sign. For example, if the correct answer is $100999 then enter 100999.001 Use the following information to answer QUESTIONS 23-33 Current 1 year, 2 year and 3 year 2000 coupon rates and 2.25 2.80% and 2.2cvely. You have a swap contract with maturity of 3 years that paysannually with notion principal of Sin and the fixed leg rate is 2.7346 time Zero rate forward rate Pirloating payment) PV fixed payment 2.25 D G 2 2.60% B E H 3 2.95% c F Question 23 What is the value of cell A? (Round to 4 decimal places and do not include the percentage sign For example, if the answer is 3.67892% then enter 3.6789 Question 24 What is the value of cell B? (Round to 4 decimal places and do not include the percentage sien. For example, the answer is 3.67892% then enter 3.6789) Question 25 That is the value of cell C? (Round to 4 decimal places and do not include the percentage sign. For example, if the answer is 3.67892% then enter 3.6789) Question 26 What is the value of cell b? (Round to 2 decimal places and do not include DEN For sample, if the correct answer is $100999 then enter 100999.00) Question 27 What is the value of cell E? (Round to 2 decimal places and do not include the dollar sign For example, the correct answer is $100999 then enter 100999.00 Question 28 What is the value of cell F? (Round to 2 decimal places and do not include the dollar sign. For example, if the correct answer is $100999 then enter 100999.001
