If a drug was packaged as 5 mg in 10 mL, how many mg would be in 7 mL?
Which of the following structures has the R configuration?
Which of the following structures has the R configuration?
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?
A bank has long-term assets and short-term liabilities. If…
A bank has long-term assets and short-term liabilities. If the bank wants to reduce interest rate risk, what type of swap should it enter?
Which of the following currency swaps will convert a debt in…
Which of the following currency swaps will convert a debt in dollars into a debt in pesos?
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.
Contraction risk is a problem for investors in an MBS when i…
Contraction risk is a problem for investors in an MBS when interest rates:
A 100 million dollar mortgage pool of 15-year mortgages has…
A 100 million dollar mortgage pool of 15-year mortgages has a contract rate of 6%. Compute the scheduled principal payment in millions of dollars to four decimal places. The CPR equals 10%. Compute the SMM as a percent to four decimal places.
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?