Suppose that you are a swap bank and you notice that interest rates on zero coupon bonds are as shown.Develop the 3-year bid price of a euro swap quoted against flat USD LIBOR. 
In other words,what will you be willing to pay in euro against receiving USD LIBOR?
Definitions:
Kruskal-Wallis Test
A nonparametric statistical test used to determine if there are statistically significant differences between two or more groups of an independent variable.
Chi-Squared Distribution
A statistical distribution employed in hypothesis testing that is known for its utility in evaluating the goodness-of-fit between observed and expected data.
Sample Sizes
Refers to the number of observations or elements chosen from a population to form a sample for a statistical study.
Kruskal-Wallis Test
A non-parametric test used to determine if there are statistically significant differences between two or more groups of an independent variable on a continuous or ordinal dependent variable.
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