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If a firm has borrowed $ 5 m at a floating rate of LIBOR + 7 5 basis points, and then enters into a swap
If a firm has borrowed $ at a floating rate of LIBOR basis points, and then enters into a swap to receive
LIBOR and pay fixed on $ notional, what is the firm's effective interest rate on its borrowing?
If an active manager held a portfolio with weight in equities, in bonds, and in cash vs
benchmark weights of and the benchmark asset class returns were and
respectively, what is the manager's contribution to performance from asset allocation?
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