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(b) You have just received the following information from your broker regarding spot rates; 3-month KLIBOR = 7.25% 6-month KLIBOR 8.50% (1) Calculate the implied

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(b) You have just received the following information from your broker regarding spot rates; 3-month KLIBOR = 7.25% 6-month KLIBOR 8.50% (1) Calculate the implied forward rate. (6 marks) () Determine the correct price of a 3-month KLIBOR futures contract. (1 marks) (b) You have just received the following information from your broker regarding spot rates; 3-month KLIBOR = 7.25% 6-month KLIBOR 8.50% (1) Calculate the implied forward rate. (6 marks) () Determine the correct price of a 3-month KLIBOR futures contract. (1 marks)

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