wd40

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wd40
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  • Agree! I originally made a mistake in Macauley because I forgot the (0.5 - 0.3333) so thanks! My answer for the interest rate margin is 177.9 same as yours. The whole problem seemed the same except for pv factor calcualtion and the discounting of…
    in Spring 2016 #13 Comment by wd40 September 2020
  • I got 3420 for the premium liabilities. My pV factors using the new method were 0.949 for 2.92% and 0.9575 for 2.42%. What did you get for your pv factors? I'm not too confident with my numbers either!
    in Spring 2016 #13 Comment by wd40 September 2020