Calculate the fixed swap rate for a plain vanilla interest rate swap with payments every...
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Accounting
Calculate the fixed swap rate for a plain vanilla interest rate swap with payments every 60 days for 300 days if the underlying spot rates are the following:
60-day: 8 %
120-day: 8.5 %
180-day: 8.5 %
240-day: 7.7 %
300-day: 7.84 %
Provide your answer in percent, rounded to two decimals, omitting the % sign.
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