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1 pts Consider the following spot and forward rate quotations for the Swiss franc. S ( $ S F r ) = 0 . 8

1 pts
Consider the following spot and forward rate quotations for the Swiss franc.
S($SFr)=0.85
F1($SFr)=0.86
F2($SFr)=0.87
F3($SFr)=0.88
Calculate the 2-month forward premium in American terms. Assume 30-360 pricing convention.
0.4235
0.353
0.1412.
0.1364.
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