Question
The observed spot 3 month, 6 month, and 9 month Continuously Compounded interest rate (CCIR) are 0.75%, 1.00%, and 1.25%, respectively. Determined 3m, 6m, and
The observed spot 3 month, 6 month, and 9 month Continuously Compounded interest rate (CCIR) are 0.75%, 1.00%, and 1.25%, respectively.
Determined 3m, 6m, and 9 month discreetly compounded interest rate (DCIR) are:
a. Determined 3m, 6m, and 9 month discreetly compounded interest rate (DCIR) are: 0.751%, 1.252%, and 1.754%.
b. Determined 3m, 6m, and 9 month discreetly compounded interest rate (DCIR) are: 0.7528%, 1.005%, and 1.2578%.
c. Determined 3m, 6m, and 9 month discreetly compounded interest rate (DCIR) are: 0.75%, 1.25%, and 1.75%.
d. None of them
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The Changing Geography Of Banking And Finance
Authors: Pietro Alessandrini ,Michele Fratianni ,Alberto Zazzaro
1st Edition
1441947205, 978-1441947208
