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Eurodollar zero coupon bonds

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Reference no: EM131071728

Find the fixed rate on a plain vanilla interest rate swap with payments every 180 days (assume a 360-day year) for one year. The prices of Eurodollar zero coupon bonds are 0.9756 (180 days) and 0.9434 (360 days).

Reference no: EM131071728

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