# Exercise Solution 9.2

- Applying linear interpolation, as describe in Section 2.4.1, we obtain
[s1]

- Again applying linear interpolation, as describe in Section 2.4.1, we obtain
[s2]

- See first spreadsheet for calculations. Applying quadratic interpolation, as describe in Section 2.4.2, we obtain
[s3]

d, e, f. See second spreadsheet.

- The SOLVER functionality of Microsoft Excel offers an implementation of Newton’s method. See third spreadsheet for computations. The solution is
- strike:
*x*= 1.5595 CAD/USD - notional = USD 98.78MM
- maturity:
*y*= 0.3399 years

- strike: