Question
Based on the following data, is there any arbitrage opportunities? Please detail the action plan to generate arbitrage profit/loss? Spot Rate CAD/EUR 0.7322 - 44
Based on the following data, is there any arbitrage opportunities? Please detail the action plan to generate arbitrage profit/loss?
Spot Rate CAD/EUR | 0.7322 - 44 |
180 day - Forward rate CAD/EUR | 0.7330 - 58 |
CAD's APR | 5% - 6% |
EUR's APR | 7 - 8% |
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Essentials of Econometrics
Authors: Damodar Gujarati, Dawn Porter
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73375845, 978-0071276078, 71276076, 978-0073375847
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