Q31 Question 31 What is the value of cell 1? (Round to 2 decimal places and do not include the dollar sign. For example, if the correct answer is $100999 then enter 100999.00) Use the following information to answer QUESTIONS 23 - 33 Current 1 year, 2 year and 3 year zero-coupon rates are 2.25%, 2.60% and 2.95% respectively. You have a swap contract with maturity of 3 years that pays annuallyrwith notional principal of $5m and the fixed leg rate is 2.73%. time zero forward PV(floating PV(fixed rate rate payment) payment) 2.25% 2.60% H. 3. 2.95% C F

Q31 Question 31 What is the value of cell 1? (Round to 2 decimal places and do not include the dollar sign. For example, if the correct answer is $100999 then enter 100999.00) Use the following information to answer QUESTIONS 23 - 33 Current 1 year, 2 year and 3 year zero-coupon rates are 2.25%, 2.60% and 2.95% respectively. You have a swap contract with maturity of 3 years that pays annuallyrwith notional principal of $5m and the fixed leg rate is 2.73%. time zero forward PV(floating PV(fixed rate rate payment) payment) 2.25% 2.60% H. 3. 2.95% C F

Essentials Of Investments

11th Edition

ISBN:9781260013924

Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Chapter1: Investments: Background And Issues

Section: Chapter Questions

Problem 1PS

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