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examiners aricle on interest risk (sept2011)

Forums › ACCA Forums › ACCA AFM Advanced Financial Management Forums › examiners aricle on interest risk (sept2011)

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  • November 18, 2011 at 7:59 pm #50562
    furhana
    Member
    • Topics: 7
    • Replies: 10
    • ☆

    how does he calculate the interest on the loan i got 348500 at interest rate of 6.97 %.please help am confused thanks and what futures rate is he selling at we are buying at 93.790 are we selling at 94 or 93.870?

    November 18, 2011 at 8:36 pm #89944
    bridmw
    Member
    • Topics: 4
    • Replies: 130
    • ☆☆

    Where are you getting 6.97%. Current LIBOR is 6% and the range used is 5.5% to 7%, the 90bp margin over LIBOR doesn’t change.

    He sells the March futures at 93.870

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