Sembilan June 2012 question

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August 30, 2017 at 12:20 pm #404366
parisnaaa
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Hi John.
In b, how do they came up with yield interest of 3% & 4%? How to calculate 9.6m and 12.8m?
August 30, 2017 at 4:29 pm #404420
John Moffat
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Part (b) asks you to demonstrate! The answer has demonstrated using 3% and 4%, but you could have demonstrated using any interest rates.

For the rest of your question you need to watch my lecture on swaps.
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