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Question 1 5 Consider a 1 . 5 year fixed for floating rate swap that makes quarterly payments on a notional value of $ 1
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Consider a year fixed for floating rate swap that makes quarterly payments on a notional value of $ Calima Financial is considering selling this swap and has decided to set the floating leg payment to the month Treasury rate. Find the fair fixed rate for this swap. The current term structure of interest rates is provided below.
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