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.
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Personal Finance
Authors: Jeff Madura, Hardeep Singh Gill
3rd Canadian Edition
978-0133035575, 133035573, 978-0133970524, 133970523, 978-0134040042
