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Attempting arbitrage between the US dollar and the yen at the 1-year maturity $10M to invest Bid Ask Spot (/$) 82.67 82.71 Forward (/$)
Attempting arbitrage between the US dollar and the yen at the 1-year maturity $10M to invest Bid Ask Spot (\/$) 82.67 82.71 Forward (/$) 82.32 82.37 Dollar int. rate 0.91 1.11 Yen int. rate 0.46 0.58 > What about beginning arbitrage with borrowing yen?
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Financial Markets and Institutions
Authors: Anthony Saunders, Marcia Cornett
6th edition
9780077641849, 77861663, 77641841, 978-0077861667
