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Suppose that zero - coupon bond prices for 1 quarter, 2 quarters, 3 quarters, and 4 quarters are 0 . 9 8 5 2 ,

Suppose that zero-coupon bond prices for 1 quarter, 2 quarters, 3 quarters, and 4 quarters are 0.9852,0.9701,0.9546 and 0.9388. What is the fixed swap rate in a 2-quarter interest rate swap??
Question 16 options:
1.53%
1.59%
1.62%
1.56%
1.50%

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