Review Later Investor B entered into a mark-to-market cross currency basis swap where the investor exchanges the USD with the basis desk for EUR. Using the provided information, calculate the cash flow payment for the USD leg at the end of the first quarter. Notional: 6.000.000 EUR EUR/USD Basis Spread: -0.25% Tenor: 1 year Payments: Quarterly (assume 90 clays in each period) Initiation 01 Q2 EUR/USD Spot 1.42 1.40 1.35 1.37 3-month EURIBOR 0.70% 0.68% 0.69 3-month UBOR 0.45# 0.414 0.39 03 0.714 0.40 $128.610 (05111,3901 $129,585 15110,415) Main Question Set 19 Review Later Investor D holds a 2 year annual coupon bond of $50.000 par and an annual coupon payment of 6%. The hazard rate for the first and second payment are 1.5% and 3.6% respectively. Calculate the probability of default for the bond. 4.99 5.05% 5.10 4.83 Pa 10120 Review Later Investor B entered into a mark-to-market cross currency basis swap where the investor exchanges the USD with the basis desk for EUR. Using the provided information, calculate the cash flow payment for the USD leg at the end of the first quarter. Notional: 6.000.000 EUR EUR/USD Basis Spread: -0.25% Tenor: 1 year Payments: Quarterly (assume 90 clays in each period) Initiation 01 Q2 EUR/USD Spot 1.42 1.40 1.35 1.37 3-month EURIBOR 0.70% 0.68% 0.69 3-month UBOR 0.45# 0.414 0.39 03 0.714 0.40 $128.610 (05111,3901 $129,585 15110,415) Main Question Set 19 Review Later Investor D holds a 2 year annual coupon bond of $50.000 par and an annual coupon payment of 6%. The hazard rate for the first and second payment are 1.5% and 3.6% respectively. Calculate the probability of default for the bond. 4.99 5.05% 5.10 4.83 Pa 10120