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a. 4.9% b. 4.7% c. 5.0% d. 4.8% e. 5.1% Find the swap rate of a 1.5 -year plain vanilla swap 3 months after initiation

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a. 4.9%

b. 4.7%

c. 5.0%

d. 4.8%

e. 5.1%

Find the swap rate of a 1.5 -year plain vanilla swap 3 months after initiation with the following characteristics: N=$100, semi-annual payments, and price is $0.4044. The floating leg is referenced to the 6-month LIBOR, which was at 5%3 months ago

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