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    Derivatives and Risk Management Study Set 2
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    Exam 11: Swaps
  5. Question
    Use the Information in Problem 16 to Find the Fixed
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Use the Information in Problem 16 to Find the Fixed

Question 30

Question 30

Multiple Choice

Use the information in problem 16 to find the fixed rate on an equity swap in which the stock index is at 2,000.


A) 5.9 percent
B) 5 percent
C) 6 percent
D) 2.95 percent
E) 3.5 percent

Correct Answer:

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