please help me with most of the questions. they are not worth a lot that why I combined them. thank you

q 39 In a plain vanilla interest rate swap, the counterparties exchange:

		the securities that act as collateral for the swap
		the net cash flow (difference between what the two counterparties owe to each other)
		the total cash flow (notional value x fixed or variable rate)
		the fixed rate loans or variable rate loans, depending on which side of the swap the bank takes.

q27 What is the approximate yield over the 4 year window on a 10% coupon bond, $1000 par, which is currently selling for $940, if you plan to hold it for 4 years? In 4 years you expect the discount rate on similar bonds to be 8%? The maturity of the bonds today is 10 years.

		11.46%
		9.54%
		8.44%
		13.94%

q30 The required rate of return of a bond is, in theory, made up of:

		The nominal risk free rate plus the default risk premium
		The nominal risk free rate plus the default risk premium, maturity risk premium and liquidity risk premium
		The real risk free rate plus the default risk premium, maturity risk premium and liquidity risk premium
		The real risk free rate plus the default risk premium and maturity risk premium