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Question 14 1 pts Find the market value of a plain vanilla swap from the perspective of the fixed rate payer in which the upcoming
Question 14 1 pts Find the market value of a plain vanilla swap from the perspective of the fixed rate payer in which the upcoming payment is in 30 days and there is one more payment 10 days after that. The upcoming floating payment is at 7 percent and the feed rates 6.4 percent. The national principal k 515 million. Asunt 360 days in a year. The prices of Eurodollar zero coupon bonds are 0.9934 (20 days and 0.9528 (210 days) the aver pays $71528 Cuthbeveys 589,654 the ed aver $31. the later 549.000
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