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Use the following term structure of LIBOR for questions 1 and 3 Term (days) 30 60 90 120 150 180 270 360 Rate (%) 5.70

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Use the following term structure of LIBOR for questions 1 and 3 Term (days) 30 60 90 120 150 180 270 360 Rate (%) 5.70 5.55 6.05 6.10 6-15 27 6.33 6.35 Use the following term structure of LIBOR for questions 1 and 3 Term (days) 30 60 90 120 150 180 270 360 Rate (%) 5.70 5.55 6.05 6.10 6-15 27 6.33 6.35

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