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A payer swaption is expiring. The underlying swap has a two year maturity. Th e present value factors are 0.9259 (one year) and 0.8651 (two

A payer swaption is expiring. The underlying swap has a two year maturity. Th e present value factors are 0.9259 (one year) and 0.8651 (two years). The strike rate is 7 percent. What is the value of the swaption per $1 notional amount

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