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A Eurodollar futures quote is 93.5 for a contract maturing in 270 days. What is the LIBOR forward rate for the 30-day period starting in
A Eurodollar futures quote is 93.5 for a contract maturing in 270 days. What is the LIBOR forward rate for the 30-day period starting in 270 days?
a. 13.00% b. 7.25% c. 79.08% d. 6.95% e. 6.50%
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Options Futures And Other Derivatives
Authors: John C. Hull
11th Edition
013693997X, 9780136939979
