4. Assuming that the yield curve is flat and has only parallel shifts, determine the spread between...

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4. Assuming that the yield curve is flat and has only parallel shifts, determine the spread between the paid-in-arrear FRAs and market-traded linear FRAs if the FRA rates are expected to oscillate as follows around an initial rate:

f10:02; 0:02; 1 0:02; 0:02; 1 0:02; 0:02g (10.99)

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