Suppose that the 9-month LIBOR interest rate is 8% per annum and the 6-month LIBOR interest rate
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Suppose that the 9-month LIBOR interest rate is 8% per annum and the 6-month LIBOR interest rate is 7.5% per annum (both with actual/365 and continuous compounding). Estimate the 3-month Eurodollar futures price quote for a contract maturing in 6 months.
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