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Se le ofrecen las siguientes tarifas spot: Aos hasta la madurez 1 2 3 4 5 Tasa al contado 4,00% 4,50% 5,25% 6,25% 7,50% Se

Se le ofrecen las siguientes tarifas spot:

Aos hasta la madurez 1 2 3 4 5
Tasa al contado 4,00% 4,50% 5,25% 6,25% 7,50%

Se celebra un swap de tipos de inters diferidos con un plazo de cuatro aos (con un importe nocional de 100.000) para pagar un tipo fijo y recibir un tipo variable basado en los tipos futuros de la LIBOR a 1 ao. No hay swaps de tipos de inters durante el primer ao.

Cul es la tasa fija que debes pagar?

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