Question 11 (1 point) What is NOT a way to compute FRAs (forward on fixed vs. LIBOR) Eurodollar futures Forward rates from LIBOR term structure Forward rates from Treasury bond term structure + TED spread Forward rates from Treasury bond term structure Question 12 (1 point) An investor buys a quarterly settlement LIBOR in a 2-year swap, paying a swap fixed rate of 3%. Notional = $10m If LIBOR turns out to be 5% in next quarter, then the investor receives from the swap dealer at that date: -$100k O $125k $50k $200k