Q. 2 What are the half year and the one-year LIBOR spot rates on Oct 16,2018? LIBOR rates on Oct 16,2018 18-Nov 99.12 18-Dec 99.08 19-Jan 99.07 19-Feb 99.07 19-Mar 99.06 19-Apr 99.02 19-Jul 98.98 19-Sep 98.48 Three months LIBOR spot on October 16,2018 is .86%, and Forward LIBORS given in the table. Assume that all forward LIBOR contracts are settled on 16th the relevant month (and LIBOR rate is quotes with quarterly compounding)
Q. 2 What are the half year and the one-year LIBOR spot rates on Oct 16,2018? LIBOR rates on Oct 16,2018 18-Nov 99.12 18-Dec 99.08 19-Jan 99.07 19-Feb 99.07 19-Mar 99.06 19-Apr 99.02 19-Jul 98.98 19-Sep 98.48 Three months LIBOR spot on October 16,2018 is .86%, and Forward LIBORS given in the table. Assume that all forward LIBOR contracts are settled on 16th the relevant month (and LIBOR rate is quotes with quarterly compounding)
Chapter1: Making Economics Decisions
Section: Chapter Questions
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