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EXERCISE # 2 - COVERED INTEREST ARBITRAGE / INTEREST RATE PARITY Assume that you have a $ 1 0 , 0 0 0 , 0

EXERCISE # 2- COVERED INTEREST ARBITRAGE / INTEREST RATE PARITY
Assume that you have a $10,000,000 credit line in the US and a CHF 50,000,000 credit line in Switzerland.
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