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1.You sell a two-year swap to exchange LIBOR for fixed-rate payments on a $100 million notional principal. LIBOR rates are as follows: One-year spot rate 2% per year. Forward rate in the second year 3.5% per year. The present value of the floating-rate payments is currently estimated as:
a.[$2/(1.02) + $3.5/(1.02)(1.035)2] = $5.16 million
b.[$2/(1.02) + $3.5/(1.035)] = $5.34 million
c.[$2/(1.02) + $3.5/(1.035)2] = $5.23 million
d.[$2/(1.02) + $3.5/((1.02)(1.035))] = $5.28 million
2.When would the price of a call option be higher, all else equal?
a.When the option's strike price is higher
b.When the price of the underlying security is lower
c.When the risk-free interest rate is higher
d.When volatility of the underlying security is lower
How much difficulty did you have in getting the person to accept the delegation?
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