A three-year interest rate swap has a level notional amount of 300,000. Each settlement period is one year and the variable rate is the one-year spot interest rate at the beginning of the settlement period. One year has elapsed and the one-year spot interest rate at the start of year 2 is 4.45%.
Time to Maturity 1 2 3 4 5
Price of zero coupon bond with Maturity value 1 0.97 0.93 0.88 0.82 0.75
Calculate the net swap payment by the payer at the end of the second year.
A. −400
B. −300
C. −200
D. −100
E. 0
Hint : Find the swap rate R using the table and then use R and the one-year spot rate at the start of year 2 to find the net swap payment at the end of year 2.

Answers

Answer 1

Answer:

A. -400

Step-by-step explanation:

We solve for the swap rate

R = (1-p3)/(p1+p2+p3)

R = 1-0.88/0.97+0.93+0.88

= 0.12/2.78

= 0.04317

Remember 4.45% is the one year spot rate for the second option

Net swap

= 300000*0.04317-300000*0.0445

= 12951-13350

= -399

This is approximately -400

So the net swap payment at the end of the second year is option a, -400


Related Questions

The house-numbers on a certain street go from 1 to 88. The function B(n) models the type of the building whose number is n according to the following key:

(GRAPH ATTATCHED)

What number type is more appropriate for the domain of B?
A. Integer
B. Real Number

What's the appropriate domain?

Answers

Hello,

Answer A

[tex]dom (B(n)) =\{0,1,2,3\} =\{ z\ in \ \mathbb{Z} \ |\ 0 \leq z \leq 4\}[/tex]

Graph the solution for the following linear inequality system. Click on the graph until the final result is displayed.
X +3 SO
X-220
y

Answers

Answer:

Step-by-step explanation:

X+3 SO = Cymath can't further simplify this.

Please try another operation.

X-220= Cymath can't further simplify this.

Please try another operation.

y= AsymptotesFind the vertical, horizontal and slant asymptotes.

"Asymptotes y=x^2/(x+8)"

"Asymptotes y=1/x"

DifferentiateFind the derivative.

"Differentiate cos(x)^4"

"Differentiate x^5/y for x"

DomainFind the domain of a function.

"Domain y=2/x"

"Domain y=sqrt(x-3)"

A statistician calculates that 8% of Americans own a Rolls Royce. If the statistician is right, what is the probability that the proportion of Rolls Royce owners in a sample of 595 Americans would differ from the population proportion by more than 3%

Answers

Answer:

0.007 = 0.7% probability that the proportion of Rolls Royce owners in a sample of 595 Americans would differ from the population proportion by more than 3%

Step-by-step explanation:

To solve this question, we need to understand the normal probability distribution and the central limit theorem.

Normal Probability Distribution:

Problems of normal distributions can be solved using the z-score formula.

In a set with mean [tex]\mu[/tex] and standard deviation [tex]\sigma[/tex], the z-score of a measure X is given by:

[tex]Z = \frac{X - \mu}{\sigma}[/tex]

The Z-score measures how many standard deviations the measure is from the mean. After finding the Z-score, we look at the z-score table and find the p-value associated with this z-score. This p-value is the probability that the value of the measure is smaller than X, that is, the percentile of X. Subtracting 1 by the p-value, we get the probability that the value of the measure is greater than X.

Central Limit Theorem

The Central Limit Theorem establishes that, for a normally distributed random variable X, with mean [tex]\mu[/tex] and standard deviation [tex]\sigma[/tex], the sampling distribution of the sample means with size n can be approximated to a normal distribution with mean [tex]\mu[/tex] and standard deviation [tex]s = \frac{\sigma}{\sqrt{n}}[/tex].

For a skewed variable, the Central Limit Theorem can also be applied, as long as n is at least 30.

For a proportion p in a sample of size n, the sampling distribution of the sample proportion will be approximately normal with mean [tex]\mu = p[/tex] and standard deviation [tex]s = \sqrt{\frac{p(1-p)}{n}}[/tex]

A statistician calculates that 8% of Americans own a Rolls Royce.

This means that [tex]p = 0.08[/tex]

Sample of 595:

This means that [tex]n = 595[/tex]

Mean and standard deviation:

[tex]\mu = p = 0.08[/tex]

[tex]s = \sqrt{\frac{p(1-p)}{n}} = \sqrt{\frac{0.08*0.92}{595}} = 0.0111[/tex]

What is the probability that the proportion of Rolls Royce owners in a sample of 595 Americans would differ from the population proportion by more than 3%?

Proportion above 8% + 3% = 11% or below 8% - 3% = 5%. Since the normal distribution is symmetric, these probabilities are equal, and so we find one of them and multiply by 2.

Probability the proportion is less than 5%:

P-value of Z when X = 0.05. So

[tex]Z = \frac{X - \mu}{\sigma}[/tex]

By the Central Limit Theorem

[tex]Z = \frac{X - \mu}{s}[/tex]

[tex]Z = \frac{0.05 - 0.08}{0.0111}[/tex]

[tex]Z = -2.7[/tex]

[tex]Z = -2.7[/tex] has a p-value of 0.0035

2*0.0035 = 0.0070

0.007 = 0.7% probability that the proportion of Rolls Royce owners in a sample of 595 Americans would differ from the population proportion by more than 3%

A screw manufacturer makes specialized tiny screws that are 15mm long. The manufacturing process does not make every screw exactly 15mm long. The lengths of the screws are normally distributed with mean 15mm and standard deviation 0.04mm. To test for quality control, 36 screws are to be measured. What is the probability that a sample mean is less than 14.99mm?

Answers

Answer:

The probability that a sample mean is less than 14.99mm=0.066808

Step-by-step explanation:

We are given that

Mean,[tex]\mu=15 mm[/tex]

Standard deviation,[tex]\sigma=0.04 mm[/tex]

n=36

We have to find the probability that a sample mean is less than 14.99mm.

We know that

[tex]P(\bar{x}<a)=P(Z<\frac{\bar{x}-a}{\frac{\sigma}{\sqrt{n}}})[/tex]

Using the formula

[tex]P(\bar{x}<14.99)=P(Z<\frac{14.99-15}{\frac{0.04}{\sqrt{36}}})[/tex]

[tex]P(\bar{x}<14.99)=P(Z<-1.5)[/tex]

=[tex]1-P(Z\geq -1.5)[/tex]

[tex]=1-0.93319[/tex]

=0.066808

Hence,  the probability that a sample mean is less than 14.99mm=0.066808

nit 4 Topic 3 HW Sets Applications e Sunday by 11:59pm Points 100 Submitting an external tool Question How many subsets and proper subsets does the set M = {1,2,3} have? Select the correct answer below:​

Answers

Answer:

ghthtf

Step-by-step explanation:

tygtgg


If ABC is reflected across the y-axis, what are the coordinates of C?

A. (-8, -4)
B. (8,-4)
C. (-8,4)
D. (4,-8)

Answers

Answer:

c....................

I would go with c seems the most accurate one

Question 3
Solve In(x + 1) = 1.
A) X= 2
B) x = e + 1
C)x= e
D)x= e-1

Answers

Answer:

D) x = e - 1

General Formulas and Concepts:

Pre-Algebra

Equality Properties

Algebra II

Natural Logarithms ln and Euler's number eSolving logarithmic equations

Step-by-step explanation:

Step 1: Define

Identify

[tex]\displaystyle ln(x + 1) = 1[/tex]

Step 2: Solve for x

[Equality Property] e both sides:                                                                     [tex]\displaystyle e^{ln(x + 1)} = e^1[/tex]Simplify:                                                                                                             [tex]\displaystyle x + 1 = e^1[/tex][Equality Property] Isolate x:                                                                            [tex]\displaystyle x = e - 1[/tex]

I need help with this word problem.

Answers

Answer:

$3.22 per square feet

Step-by-step explanation:

To solve, I usually set up an equation:

sq ft  = 12 1/2 = 1

 $        40.21     x

Then, use cross multiplication.

(12 1/2)x=40.21

Divide both sides by 12 1/2 or 12.5

x = 3.2168

Round to the hundredths place [because we're dealing with money]

$3.22

I hope this helps!

Answer:

3.22 per sq ft

Step-by-step explanation:

Take the total cost and divide by the amount of tiles

40.21 / 12.5

3.2168 per sq ft

Rounding to the nearest cent

3.22 per sq ft

2+8+5+9+90=
3+45+111=​

Answers

Answer:

1) 114

2) 159

Step-by-step explanation:

2+8+5+9+90 = 114

3+45+111 = 159

Hope this helps.

Answer:

1)144

2)159

..........

Find the volume (in cubic yards) of a cylinder with radius 1.2 yards and height 2.9 yards. (Round your answer to one decimal place.)

Answers

Answer:

11.8 yd³

Step-by-step explanation:

Solutes in the bloodstream enter cells through a diffusion process called
osmosis, the diffusion of fluid through a semi-permeable membrane. Let C = C(t)
be the concentration of a certain solute inside a particular cell. The rate at which
the concentration inside the cell is changing is proportional to the difference in the
concentration of the solute in the bloodstream and the concentration within the cell.
Suppose the concentration of a solute in the bloodstream is maintained at a constant
level of L gm/cm?
(a) Write a differential equation involving
dc\dt

Answers

Answer:

en la calasa ni esta en la estacion

nen,
Problem: Two towns, A and B, located along the coast of the Pacific Ocean are 30
km apart on a north-south line. From a ship, the line of sight of town A is W30°N,
while that of town B is S400W.
1. How far is the ship from town A?
2. How far is the ship from town B?

Answers

Answer:

Step-by-step explanation:

From the picture attached,

m∠COB = 90° - m∠BOS

              = 90° - 40°

              = 50°

tan(30°) = [tex]\frac{AC}{OC}[/tex]

[tex]\frac{1}{\sqrt{3}}=\frac{AC}{OC}[/tex]

AC = [tex]\frac{OC}{\sqrt{3}}[/tex]  ------(1)

Similarly, tan(50°) = [tex]\frac{BC}{OC}[/tex]

BC = OC[tan(50°)] -------(2)

Now AC + BC = 30 cm

By substituting the values of AC and BC from equation (1) and (2),

[tex]\frac{OC}{\sqrt{3}}+OC(\text{tan}50)=30[/tex]

(1.769)OC = 30

OC = 16.96

1). cos(30°) = [tex]\frac{OC}{AO}[/tex]

[tex]\frac{\sqrt{3}}{2}= \frac{16.96}{OA}[/tex]

[tex]OA=19.58[/tex] cm

Therefore, distance between the ship and town A is 19.58 cm.

2). cos(50°) = [tex]\frac{OC}{OB}[/tex]

0.6428 = [tex]\frac{16.96}{OB}[/tex]

OB = 26.38 cm

Therefore, distance between the ship and town B is 26.38 cm.

Someone pls help me due in 30 min. Given that x and y show inverse variation, complete the table.

Answers

Answer:

1st blank=[tex]y_{1}[/tex]

2nd blank=[tex]x_{1}[/tex]

3rd blank= [tex]y_{2}[/tex]

3*27=81

so 1*[tex]y_{1}[/tex]=81

hence [tex]y_{1}[/tex]=81

9* [tex]x_{1}[/tex]= 81

[tex]x_{1}[/tex]=9

27*[tex]y_{2}[/tex]=81

[tex]y_{2}[/tex]=3

Thus solved.

Hope this helps.

Please mark me as brainliest.

I need help with this question

Answers

Answer:

A=W, B=X, C=Y, D=Z, AB=WX, BC=XY, CD=YZ, AD=WZ

(The second answer down)

Step-by-step explanation:

Help plz I just need the awnser to this question

Answers

Answer:

A seems to be correct

Step-by-step explanation:

ASK YOUR TEACHER A 12-sided die can be made from a geometric solid called dodecahedron. Assume that a fair dodecahedron is rolled. (a) What is the probability of getting a number less than 10 on a single roll

Answers

9514 1404 393

Answer:

  3/4

Step-by-step explanation:

Assuming the faces are numbered 1 to 12, there are 9 faces with values less than 10. Since the outcomes are equally probable and mutually exclusive, the probability of any of the 9 is the sum of their individual probabilities:

  P(n < 10) = 9×1/12 = 9/12 = 3/4

Carin opened a money market account with a
deposit of $3,000. This account earns 2% simple
interest annually. How many years will it take for
her $3,000 deposit to earn $420 in interest, assum-
ing she does not withdraw any of the money?

Answers

Answer:

7

Step-by-step explanation:

For simple interest,

I = prt

where I = interest,

p = principal (amount deposited)

r = annual rate of interest

t = time in years

We have r = 2% = 0.02

p = $3,000

I = $420

We need to find t

I = prt

420 = 3000 * 0.02 * t

420 = 60t

t = 420/60

t = 7

Answer: 7 years

Solve for X.
-6x + 14 < -28
AND 3x + 28 < 25

Answers

Answer:

1. -6x + 14 < -28

6x<42

x<7

2.  3x + 28 < 25

3x < -3

x<-1

Hope This Helps!!!

What is the value of y?

Enter your answer, as an exact value, in the box.

Answers

Answer:

y=4√3 units

Step-by-step explanation:

Hi there!

We are given ΔABC, which is a right triangle (m<C=90°), m<A=60°, AB=8, and BC=y

We need to find the value of y (BC)

The side AB is the hypotenuse of the  (the side opposite from the right angle).

BC is a leg, which is a side that makes up the right angle.

Now, if we have a right triangle that has one of the acute angles as 60°, the side OPPOSITE from that 60° angle (in this case, BC) is equal to [tex]\frac{a\sqrt{3}}{2}[/tex], where a is the length of the hypotenuse

Since we have the hypotenuse given as 8, the length of BC (y) is [tex]\frac{8\sqrt{3}}{2}[/tex], or 4√3

so y=4√3 units

Hope this helps!

Find the sum of the complex numbers (3+3i)+(8+7i)

Answers

Answer:

11 + 10i

Step-by-step explanation:

Just treat i like any other variable, and combine like terms. Hope that helps!

Help help help !!!!

Answers

the third choice

Step-by-step explanation:

check the exchange between logarithms and exponential functions srry but cannot write it here with my phone

Dr. Smith is interested in the relationship between nicotine and hand steadiness. Two groups participated in the experiment. One group smoked 5 cigarettes in an hour, while another group read during the same hour. Participants are then tested on the hand steadiness apparatus (yielding a score with the number of errors made). What is the independent variable

Answers

Answer:

Exposure to nicotine is the independent variable

Step-by-step explanation:

An independent variable is a factor that remains unchanged (by other factors in the experiment) throughout the course of an experiment. It can however be manipulated by the researcher. A dependent variable, on the other hand, is the factor being measured that relies on the independent variable. In the case above, exposure to 1 hr of nicotine intake forms the independent variable while the levels of hand steadiness, which will be measured, form the dependent variable.

Get brainly if right!! Plsss help

A dozen roses in a gift box cost 21 dollars. Twenty roses in a
gift box cost 32.6 dollars. How much does a gift box cost? How
much does one rose cost?

Answers

Answer: [tex]\$1.45[/tex]; [tex]\$3.6[/tex]

Step-by-step explanation:

Given

A dozen roses in a gift box costs $21

Similarly, 20 roses in a gift box costs $32.6

Suppose the price of single rose and gift box is [tex]x[/tex] and [tex]y[/tex]

[tex]\therefore 12x+y=21\quad \ldots(i)\\\Rightarrow 20x+y=32.6\quad \ldots(ii)[/tex]

Solving (i) and (ii) ,  we get

[tex]x=\$1.45;y=\$3.6[/tex]

Thus, the price of the one rose is [tex]\$1.45[/tex] and the price of gift box is [tex]\$3.6[/tex]

Answer:

1.45 and 3.5

Step-by-step explanation:

5x5+90
I honestly have no idea wth this answer is . Please help meeee

Answers

Hey
Here it is
5 x 5 + 90
= 25 + 90
= 105

7. What is given in the problem?
A. Radius of 80m C. Radius of 80 ft.
B. Diameter of 40 ft. D. Diameter of 40 m paki sagot

Answers

Answer:

radius of 80cm is the answer

When you buy the latest iPad for $799, they offer you an extended warranty for $90; they will replace the iPad if it breaks in the next 2 years. The probability that it will break is 0.1. Assume there is no chance the ipad can break more than one time in the next two years. Calculate the total expected cost of the ipad if you take the warranty (i.e. include cost of ipad and warranty). Enter this value below in dollars (calculated to nearest cent, i.e. $10.90, etc).

Answers

Answer:

889 dollars

Step-by-step explanation:

is there a formula for this?
help asap!!

Answers

Answer:

yes

Step-by-step explanation:

the answer is c well thats what my teacher said

Answer:

B

Step-by-step explanation:

using sine rule

[tex] \frac{y}{sin \: 45} = \frac{5}{sin \: 45} \\ y = 5[/tex]

using sin rule

[tex] \frac{x}{sin \: 90} = \frac{5}{sin \: 45} \\ \\ 5sin90 = xsin45 \\ \\ x = \frac{5 \: sin \: 90}{sin \: 45} \\ x = \frac{5}{0.7071} \\ x = 7.071[/tex]

x=5√2

A small radio transmitter broadcasts in a 69 mile radius. If you drive along a straight line from a city 93 miles north of the transmitter to a second city 78 miles east of the transmitter, during how much of the drive will you pick up a signal from the transmitter?

Answers

Answer:

See Explanation

Step-by-step explanation:

According to the Question,

We have A small radio transmitter that broadcasts in a 69-mile radius. If you drive along a straight line from a city 93 miles north of the transmitter to a second city 78 miles east of the transmitter.

Thus,

The distance that you get reception is the length of the chord created by the intersection of the circle defining the edge of transmission and the line defining the car trip.

 x2 + y2 = 69²               this is the circle

And,

The Transmitter at the origin

City to the north at (0,93)  & City to the east at (78,0)  

the Slope is M=(-93/78)

Intercept is B= y - mx ⇒  93 - (-93/78)(0) = 93

The equation of the line between the cities is y = (-93/78)x + 93

y = -93x/78 + 93           this is the line

Now, Solve the above two Equations

The intersection is gotten from the picture or solving:

x^2 + [(-93/78)*x + 93]^2 = 69^2

on solving we get, the points approximately are: (67.952,11.98 ) and (23.6277, 64.82)

Now,

From the Pythagorean theorem the total distance of the trip is:  

d1 = √(93^2 + 78^2) ≈ 121.37miles  

And the distance when the signal is picked up is:

d2 =√ [(67.952-23.627)^2 + (64.82 - 11.98)^2] ≈ 68.96 miles

You will pick up a signal from the transmitter in (d2/d1)*100 = 56% of the drive.

When randomly selecting​ adults, let M denote the event of randomly selecting a male and let B denote the event of randomly selecting someone with blue eyes. What does P(M|B) ​represent? Is P(M|B) the same as P(B|M)​?

Answers

Answer:

See explanation

Step-by-step explanation:

Given

[tex]M \to[/tex] randomly selecting a male

[tex]B \to[/tex] randomly selecting someone with blue eyes

Solving (a): Interpret P(M|B)

The above implies conditional probability

The interpretation is: the probability of selecting a male provided that a person with blue eyes has been selected

Solving (b): is (a) the same as P(B|M)

No, they are not the same.

The interpretation of P(B|M) is: the probability of selecting a person with blue eyes provided that a male has been selected

The asymptote of the function f(x) = 3x + 1 – 2 is . Its y-intercept is

Answers

Answer:

-1

Step-by-step explanation:

1-2=-1

y=mx+b

b= y intercept

Answer:

-1

Step-by-step explanation:

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