The libor zero curve is flat at 4 continuously compounded, Financial Management

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The libor zero curve is flat at 4 continuously compounded

The LIBOR zero curve is flat at 4% (continuously compounded) out to 2 years. Swap rates for 3- and 4-year annual pay swaps are 4.5% and 5%, respectively. Estimate the LIBOR zero rates for maturities of 3 and 4 years. Give your answers as annual rates compounded annually.

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Financial Management: The libor zero curve is flat at 4 continuously compounded

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Financial Management: The libor zero curve is flat at 4 continuously compounded

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