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6. You see the following three month swap quote for CS: $0.9650- 60 20-25. LJsing this information, (a) calculate the three month outright forward
6. You see the following three month swap quote for CS: $0.9650- 60 20-25. LJsing this information, (a) calculate the three month outright forward rate for CS. (b) calculate the mid-points of spot and three-month forward rates. (c) using the mid-points of the spot and three-month forward rates, calculate the annualized forward premium/discount on CS
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Financial Markets And Institutions
Authors: Frederic S. Mishkin, Stanley G. Eakins
9th Edition
0134519264, 9780134519265
