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Interest Rate Swap Valuation and Schedule | eFinancialModels

SOLVED: 1. Term structure of interest rates and swap valuation Supposethe current term structure of interest rates, assuming annualcompounding, is as follows: s1 s2 s3 s4 s5 s6 7.0% 7.3% 7.7% 8.1%8.4% 8.8%What is the discount rate d(0,4)? (Recall that interest ratesare always quoted on an annual basis unless stated otherwise.)Please submit your answer rounded to three decimalplaces. So for example, if your answer is 0.4567 then you shouldsubmit an answer of 0.457.

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