5. Temukan tingkat swap swap vanilla biasa 1,5 tahun 3 bulan setelah inisiasi dengan karakteristik berikut: N = $100, pembayaran tengah tahunan, dan harga $0,4044. Floating leg mengacu pada LIBOR 6 bulan, yang berada pada 5% 3 bulan lalu. A. 4,9% B. 4,7% C. 4,8% D. 5,1% Dia. 5,0% Z(O,T) 0,25 0,9840 0,5 0,75 0,9730 0,9650 1 0,9440 1.25 0,9390 1.5 0,9340

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