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A two-year fixed-for-floating Libor swap is 1.00% and the two-year US Treasury bond is yielding 0.63%. The swap spread is closest to: Group of answer

A two-year fixed-for-floating Libor swap is 1.00% and the two-year US Treasury bond is yielding 0.63%. The swap spread is closest to:

Group of answer choices

37 bps

47 bps

17 bps

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