Multiple Choice
To determine the fixed rate on a swap,you would
A) use put-call parity
B) price it as the issuance of a fixed rate bond and purchase of a floating rate bond or vice versa
C) use the same fixed rate as that of a zero coupon bond of equivalent maturity
D) use the continuously compounded rate for the shortest maturity bond
E) none of the above
Correct Answer:

Verified
Correct Answer:
Verified
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