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Dear John,
Just to ensure my understanding, in this question, the FRA outcome should be 7.1 % eg 5.85%+1.25% not 5.85% only as the BPP answer, pls. clarify
Much thanksNo – the FRA offered by the bank would already have taken into account the 1.25%.
Dear John,
I would be appreciate should you could make it more clearer due to normally, the Credit Risk Premium depend on the Credit Rating of an individual Company, and the Premium are not affected by hedging, therefore the Lock in Rate should be adjusted by the rate, pls. advise
Much thanks
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