What is the rate on a synthetic FRA for a 90-day loan commencing on day 90? A

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What is the rate on a synthetic FRA for a 90-day loan commencing on day 90? A 180-day loan commencing on day 90? A 270-day loan commencing on day 90?

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Derivatives Markets

ISBN: 978-0321280305

2nd Edition

Authors: Robert L. McDonald

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