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All rates are quoted with continuous compounding. A caplet caps the 3-month rate, starting in...

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All rates are quoted with continuous compounding. A caplet caps the 3-month rate, starting in 9 month's time, at 5% on a principal amount of 4,000. The 9-month and 12-month LIBOR rates are 4.1% and 4.4%. The volatility of all forward rates is 19% per annum. The forward rate for the period in question is (to one decimal place). The value of dy in the caplet formula is to three decimal places). The price of a caplet is (to the nearest penny). All rates are quoted with continuous compounding. A caplet caps the 3-month rate, starting in 9 month's time, at 5% on a principal amount of 4,000. The 9-month and 12-month LIBOR rates are 4.1% and 4.4%. The volatility of all forward rates is 19% per annum. The forward rate for the period in question is (to one decimal place). The value of dy in the caplet formula is to three decimal places). The price of a caplet is (to the nearest penny)

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