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  • Quiz 8

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    Aarham Aziz
    6 views5 pages
    This document contains information about an upcoming quiz on October 31st at 1 PM and 2:30 PM. The first quiz contains a question asking for the fixed rate on a 3-year swap given data on zero rates for 1, 2, and 3 year maturities. The second quiz instructs students to match statements with financial instruments.

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    This document contains information about an upcoming quiz on October 31st at 1 PM and 2:30 PM. The first quiz contains a question asking for the fixed rate on a 3-year swap given data on zero rates for 1, 2, and 3 year maturities. The second quiz instructs students to match statements with financial instruments.

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    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
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    6 views5 pages

    Quiz 8

    Uploaded by

    Aarham Aziz
    This document contains information about an upcoming quiz on October 31st at 1 PM and 2:30 PM. The first quiz contains a question asking for the fixed rate on a 3-year swap given data on zero rates for 1, 2, and 3 year maturities. The second quiz instructs students to match statements with financial instruments.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 5

    Quiz 8 – 1 PM

    31 Oct 2023
    Question 1: Given the data below what is fixed rate on a three-year swap?

    Question 2:
    Quiz 8 – 2:30 PM
    31 Oct 2023
    Question 1: Given the data below what is fixed rate on a three-year swap?
    Years to Maturity Zero Rate
    1 3.00%
    2 3.25%
    3 3.50%

    Question 2:
    Match the
    statement
    with the
    instrument.

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