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5. Given the following table of spot rates: Years to Maturity Annual Effective Spot Rate H 3% + 3.5% 4% 4.5% 5% Calculate the swap
5. Given the following table of spot rates: Years to Maturity Annual Effective Spot Rate H 3% + 3.5% 4% 4.5% 5% Calculate the swap rate for a 2 year deferred, 3 year interest rate swap with notational amounts of 10,000, 20,000 and 30,000 for years 3, 4 and 5, respectively. L 5. Given the following table of spot rates: Years to Maturity Annual Effective Spot Rate H 3% + 3.5% 4% 4.5% 5% Calculate the swap rate for a 2 year deferred, 3 year interest rate swap with notational amounts of 10,000, 20,000 and 30,000 for years 3, 4 and 5, respectively. L
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