Question
Given: s = 1.1307 -1.1412 f 90 = 1.2020 - 1.2141 r f = .0664 - .0671 r h = .0435 - .0450 If you
Given: s = 1.1307 -1.1412 f 90 = 1.2020 - 1.2141 r f = .0664 - .0671 r h = .0435 - .0450 If you have a 35 million payable due in 90 days, would you prefer to hedge in the forward market or in the money market? (Please show details in your answer)
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Fixed Income Securities Tools For Todays Markets
Authors: Bruce Tuckman, Angel Serrat
4th Edition
1119835550, 978-1119835554
