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4 . 7 . Suppose that the Eurodollar futures price for a contract maturing in 3 5 days is quoted as 9 2 . 5

4.7. Suppose that the Eurodollar futures price for a contract maturing in 35 days is quoted as 92.55. The implied 35-day repo rate is 6.878. What must the 125-day Eurodollar rate be for no arbitrage opportunities to exist?

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