4 Show that the swap rate for a standard swap with level notional amount is the same as the at-par yield rate for a bond with same time to maturity as the length of the swap. At-par yield was defined in Chapter 6 as coupon rate r at which a bond would have a yield to maturity of r under the current term structure.

Q: D) Yield on the vertical axis and term to maturity on the horizontal axis

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A: * ANSWER :-

Q: Complete the following table. (Enter your responses rounded to two decimal places.)

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