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Given the data in the previous question, what is the asking swap rate? Suppose we observe the following paid-in-arrears FRA quotes: Also, suppose the following

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Given the data in the previous question, what is the asking swap rate?

Suppose we observe the following paid-in-arrears FRA quotes: Also, suppose the following treasury strip prices are observed: Given the above data, is there an opportunity for arbitrage in the 12 month strip pricing? Show whether this is the case or not. Suppose we observe the following paid-in-arrears FRA quotes: Also, suppose the following treasury strip prices are observed: Given the above data, is there an opportunity for arbitrage in the 12 month strip pricing? Show whether this is the case or not

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