Solution 0 25 4 33 0 50 4 49 0 75 4 62 1 00 4 71 1 25 4 79 1 50 4 84 1 75 4 87 2 00 4 88 2 25 4 89 2 50 4 88 This question was created from Problem Set 1
Solution This question was created from
Solution This question was
This question was created from Problem Set
Solution This question was
created from Problem Set
Solution This question
Solution
(Solution) 0.25 4.33 0.50 4.49 0.75 4.62 1.00 4.71 1.25 4.79 1.50 4.84 1.75 4.87 2.00 4.88 2.25 4.89 2.50 4.88 This question was created from Problem Set #1

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This question was created from Problem Set #1 https://www.coursehero.com/file/13268392/Problem-Set-1/?focusQaId=10234298 I want help for this question. I am given this data set: left column is Maturity (years) and the right column is Yield % per year compounded semi-annually. The question asks: Use the following semi-annually compounded yield curve to price a 2 1/4 year floating rate with a 40 basis point spread with semi-annual payments. Assume that the 6-month floating interest-rate 3-months ago was 4.2% per year compounded semi-annually. Round your answer to two decimal places.