16. If the three-month (91 days) Libor rate is 4% and the six-month (183 days) rate is 5%, what should be the 3 × 6 FRA rate? If, at the end of the contract, the three-month Libor rate turns out to be 5%, what should the settlement amount be?
We need at least 10 more requests to produce the solution.
0 / 10 have requested this problem solution
The more requests, the faster the answer.