2. 选择合适的词语填空 捎点东西       千言万语          照顾…

2. 选择合适的词语填空 捎点东西       千言万语          照顾不周         家家户户         盘古以来         在美国,几乎都有车。 也表达不尽我对父母的感激之情。 的地方,请多多包涵。 欠债还钱是的老规矩。 你去中国的时候,能帮我吗?

The one-,  two-, and three-year zero-coupon rates are 10.00,…

The one-,  two-, and three-year zero-coupon rates are 10.00, 11.50, and 13. 25 percent respectively. What is the fixed rate (in percent) on a three-year interest rate swap that makes three annual end of year payments? The floating rate is the one-year LIBOR.  Assume zero default risk.  

The one-,  two-, and three-year zero-coupon rates are 8.00,…

The one-,  two-, and three-year zero-coupon rates are 8.00, 9.50, and 10.00 percent respectively. What is the fixed rate (in percent) on a three-year interest rate swap that makes three annual end of year payments? The floating rate is the one-year LIBOR.  Assume zero default risk.  

Consider the following basic $100 million CDO structure. The…

Consider the following basic $100 million CDO structure. The senior tranche has a par value of $70 million dollars and a coupon rate of LIBOR + 1.0%. The mezzanine tranche has a par value of $20 million and a coupon rate equal to 8.25%. The equity tranche has a par value of $10 million. The collateral consists of bonds with a coupon 9.75% that mature in ten years. A ten-year interest rate swap with notional principal of $70 million dollars is available that receives fixed rate of 5.25% and pays the LIBOR.  If the one-year LIBOR initially equals 5.0%, what is the cash flow (in millions of $s) to the senior tranche at the end of the first year?