Semi-annual pay-fixed-for-floating interest rate swap

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Reference no: EM13763860

Suppose the 0.5-year zero rate is 6% and the 1-year zero rate is 8%. Consider a 1-year, plain vanilla, semi-annual pay, fixed-for-floating interest rate swap.

What is the swap rate that will make this swap worth zero?

Reference no: EM13763860

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