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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 180day-Forward
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 |
| 180day-Forward rate CAD/EUR | 0.733058 |
| CADs APR | 5%-6% |
| EURs APR | 7%-8% |
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Managing Currency Options In Financial Institutions
Authors: Yat-Fai Lam, Kin-Keung Lai
1st Edition
1138778052, 978-1138778054
