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A 2-year floater with a face value of 100 and a coupon rate CR of S6+1.6%; Coupon payments are made semi-annually. If the realized spot
A 2-year floater with a face value of 100 and a coupon rate CR of S6+1.6%; Coupon payments are made semi-annually. If the realized spot S6s are 2.0%, 3.0%, 4.0%, and 5.0% at t=0, 0.5, 1, and 1.5, respectively, what are the cash flows that the floater produces at the end of each of the next four coupon payment dates?
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