yospaghetti

I got choice C

Equity Side = 982/985 = .996954

Fixed Side:

.988631*.022 = .02175
.965251*1.022 = .98646
Total = 1.008236

Value of $1 notional = 1.008236 - .996954 = .011282

Value of $2 million notional = .011282*2000000 = 22564.1

NO EXCUSES