Which of the following is not required to determine a, Financial Management

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Which of the following is not required to determine a

Which of the following is not required to determine a swaption payoff at expiration?

1. the exercise rate

2. the term structure of zero coupon rates at the swaption expiration

3. the maturity of the underlying swap

4. the yield on a bond of equivalent maturity as the swap

5. none of the above

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Financial Management: Which of the following is not required to determine a

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Financial Management: Which of the following is not required to determine a

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