5.21. Suppose that the nine-month LIBOR interest rate is 8% per annum and the six-month LIBOR interest
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5.21. Suppose that the nine-month LIBOR interest rate is 8% per annum and the six-month LIBOR interest rate is 7.5% per annum (both with continuous compounding). Estimate the three-month Eurodollar futures price quote for a contract maturing in six months.
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