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Consider the following spot and forward rate quotations for the Swiss franc. S($/SFr) = 0.85 F1($/SFr) = 0.86 F2($/SFr) = 0.87 F3($/SFr) =0.88 Calculate the
Consider the following spot and forward rate quotations for the Swiss franc. S($/SFr) = 0.85 F1($/SFr) = 0.86 F2($/SFr) = 0.87 F3($/SFr) =0.88 Calculate the 3-month forward premium in American terms. Assume 30-day months and 360-day years.
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0.353.
0.4235.
0.1364.
0.141
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