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Come up with a trade idea or strategy using forwards, futures, swaps, or options. Use the tools we developed in class. Why do you like
Come up with a trade idea or strategy using forwards, futures, swaps, or options. Use the tools we developed in class. Why do you like this trade? What is the ideal trade (arrow-debreu security) you would like to make if you had access to complete markets? How close does your proposed trade come to replicating that ideal trade
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