Based on the following cash market rates for Swedish kronor, what is the theoretical rate at which
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Based on the following cash market rates for Swedish kronor, what is the theoretical rate at which a dealer would take a 6v9 forward-forward deposit from a customer?
3 months (91 days) 4.87/5.00%
6 months (182 days) 5.12/5.25%
9 months (273 days) 5.00/5.12%
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Related Book For
Foreign Exchange And Money Markets Theory Practice And Risk Management
ISBN: 9780750650250
1st Edition
Authors: Bob Steiner
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