Suppose a dealer quotes these terms on a five-year swap: fixed-rate payer to pay 9.5%...
70.2K
Verified Solution
Link Copied!
Question
Accounting
Suppose a dealer quotes these terms on a five-year swap: fixed-rate payer to pay 9.5% for LIBOR and floating-rate payer to pay LIBOR for 9.2%. How would the dealer quote the terms with reference to the yield on five-year Treasury notes? ____
A) Note yield + 30 basis points
B) Note yield 30 basis points
C) Note yield 30 basis points
D) Note yield 30 basis points
Answer & Explanation
Solved by verified expert
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
Unlimited Question Access with detailed Answers
Zin AI - 3 Million Words
10 Dall-E 3 Images
20 Plot Generations
Conversation with Dialogue Memory
No Ads, Ever!
Access to Our Best AI Platform: Zin AI - Your personal assistant for all your inquiries!
