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Guvbj . Question 3 Value a 1.5-year swap, with swap rate 5.52%. The floating leg is referenced to the 6-month LIBOR, which is at 6%

Guvbj . Question 3 Value a 1.5-year swap, with swap rate 5.52%. The floating leg is referenced to the 6-month LIBOR, which is at 6% per annum. Notional is 100 million. Use the following discount fac...

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