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Value a 1.5-year swap, with swap rate 5.52%. The floating leg is referenced to the 6-month LIBOR, which is at 6% per annum. Notional is

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Value a 1.5-year swap, with swap rate 5.52%. The floating leg is referenced to the 6-month LIBOR, which is at 6% per annum. Notional is 100 million. Use the following discount factors: You are told that this swap is at initiation. What is the payment frequency of the fixed leg on the swap, quarterly or semiannually? Please show all assumptions and calculations

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