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1. Consider a Eurodollar Futures contract maturity in 6 months. If this contract price is 98.93, which statement is correct? [3] (a) The spot 3M LIBOR is 1.07%. (b) The 3M LIBOR forward maturity in 6 months is 1.07%. (c) The spot 6M LIBOR is 1.07%. (d) The 6M LIBOR forward maturity in 3 months is 1.07%. 2. Which statement is the most accurate for CAPM? [3] (a) It is a single-factor APT model. (b) It is a single-factor Fama-French model. (c) It is a multi-factor APT model. (d) It is a multi-factor Fama-French model