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Interest rate swap. Consider a portfolio of floating-rate bonds that all mature in three years. What is the fixed coupon rate for a fairly

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Interest rate swap. Consider a portfolio of floating-rate bonds that all mature in three years. What is the fixed coupon rate for a fairly priced fixed-for-floating interest rate swap given the following discount factors? Years d 1 2 B 0.95 0.90 0.86

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