Given the current three-month LIBOR and the Eurodollar CD futures prices shown in the table below, compute
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Given the current three-month LIBOR and the Eurodollar CD futures prices shown in the table below, compute the forward rate and the forward discount factor for each period. Current Eurodollar Days in 3-Month CD Futures Period Quarter LIBOR Price 1 90 5.90% 2 91 93.90 3 92 93.70 4 92 93.45 5 90 93.20 6 91 93.15 AppendixLO1
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