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(Solved): The floating arm of a swap contract pays interest every 180 days for 1.5 years. The notional amount ...



The floating arm of a swap contract pays interest every 180 days for 1.5 years. The notional amount is $100,000. When you entered in the contract, the 180-day spot rate was 2%. What is the value of the floating arm on day 35, if on day 35 you know the following spot rates: L35,t352.2%1453%1803.8% Provide your answer rounded to two decimals.



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