Suppose you have entered into the Forward Contract from the previous ex- ercise, what is the value of the contract 6-months after initiation? Assume that the discount factors are now the ones presented at the beginning of this section.
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Q1: Determine the swap rate for the following
Q2: Use the following table when needed:
Q3: Consider the same swap as in the
Q4: What is the Forward Price to purchase
Q6: Use a swap to hedge the following
Q7: You notice that forward rates are below
Q8: Assume that the swap spread at the
Q9: If short term rates go up, what
Q10: What is the value of a swap
Q11: Value a 1.5 year swap, with swap
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