Question
You expect to collect a risky cash flow (meaning is a probability of default) in 5 years time. The 5- year risk free spot rate
You expect to collect a risky cash flow (meaning is a probability of default) in 5 years time. The 5- year risk free spot rate is 3.125% and risk spread is 1.75%. What is the present value of the expected loss?
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Case Studies In Finance
Authors: Robert Bruner, Kenneth Eades, Michael Schill
6th Edition
0073382450, 978-0073382456
