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1. Prove that tFT2tFT1(1+T1rT2)+T1CT2 using a pure arbitrage argument where t is today, T1 and T2 are maturity dates and t

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1. Prove that tFT2tFT1(1+T1rT2)+T1CT2 using a pure arbitrage argument where t is today, T1 and T2 are maturity dates and t

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