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7. Considering the following spot annual interest rates data for different time periods and knowing that the spot exchange rate is 132.192/, what should be
7. Considering the following spot annual interest rates data for different time periods and knowing that the spot exchange rate is 132.192/, what should be the 2-year forward rate to prevent arbitrage? SPOT RATES 1 year spot interest rate 0R1: 2 year spot interest rate o R2: UK 1.105% 1.770% JAPAN 0.370% 0.430%
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Sustainable Finance And Impact Investing
Authors: Alan S. Gutterman
1st Edition
1637423764, 978-1637423769
