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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Finance For Executives Managing For Value Creation
Authors: Gabriel Hawawini, Claude Viallet
3rd Edition
0324274319, 9780324274318
