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A Eurodollar futures quote for the period between 4.75 and 5.25 year in the future is 96.6. The standard deviation of the change in the
A Eurodollar futures quote for the period between 4.75 and 5.25 year in the future is 96.6. The standard deviation of the change in the short-term interest rate in one year is 1.2%. What is the forward interest rate in an FRA
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