Suppose that a Eurodollar futures quote is 88 for a contract maturing in 60 days. What is

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Suppose that a Eurodollar futures quote is 88 for a contract maturing in 60 days. What is the LIBOR forward rate for the 60- to 150-day period? Ignore the difference between futures and forwards for the purposes of this question.

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:02 AM

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Suppose that a Eurodollar futures quote is 88 for a contract maturing in 60 days. What is

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Options Futures And Other Derivatives

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