Question
Estimate the interest rate paid by P&G on the 5/30 swap in Section 34.7 if a) the CP rate is 6.5% and the Treasury yield
Estimate the interest rate paid by P&G on the 5/30 swap in Section 34.7 if a) the CP rate is 6.5% and the Treasury yield curve is flat at 6% and b) the CP rate is 7.5% and the Treasury yield curve is flat at 7% with semiannual compounding.
Please show your work, thank you.
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Money Locates You
Authors: Joan Ekobena
1st Edition
1774821257, 978-1774821251
