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the 6-month libor rate is 3%, 1-year LIBOR rate is 4%. 18-month LIBOR rate is 5%, 2-year LIBROR rate is 5.5%., and 30-month LIBOR is

  1. the 6-month libor rate is 3%, 1-year LIBOR rate is 4%. 18-month LIBOR rate is 5%, 2-year LIBROR rate is 5.5%., and 30-month LIBOR is 6%. these are semi-annual rates. suppose credit Suisse is considering entering into a 30-month interest rate swap with Bank Of America, in which credit Suisse will receive LIBOR and pay a fixed rate over these 30 months. the payment is made semi-annually. What is the swap rate?

A. between 3% and 4%

B. Between 5.5% and 6%

C. between 4% and 4.5%

D. Between 4.5% and 5.5%

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