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5) Assume the continuously compounded yield curve: Maturity (Years) Rate (annualized) .5 1.5 % 1 2.0 % 1.5 2.5 % 2 2.75 % What is

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5) Assume the continuously compounded yield curve: Maturity (Years) Rate (annualized) .5 1.5 % 1 2.0 % 1.5 2.5 % 2 2.75 % What is the swap rate for a 1 year swap that pays every 6 months and it starts today

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