Estimate the interest cp rate is treasury yield curve


Assignment:

Estimate the interest rate paid by P&G on the 5 30 swap in Section 25.8 if (a) the CP rate is 6.5% and the Treasury yield curve is flat at 6% and (b) the CP rate is 7.5% and the Treasury yield curve is flat at 7% with semiannual compounding.

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Finance Basics: Estimate the interest cp rate is treasury yield curve
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