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13. Consider the following spot and forward rate quotations for the Swiss franc: S(S SFr) 0.85 F,(SSFr) F:(S SFr) F(S SFr) 0.88 086 0.87 =

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13. Consider the following spot and forward rate quotations for the Swiss franc: S(S SFr) 0.85 F,(SSFr) F:(S SFr) F(S SFr) 0.88 086 0.87 = Calculate the 3-month forward premium in American terms. Assume 30-360 pricing convention. A. 0.353. B. 0.4235. C. 0.1364 D. 0.1412

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