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Given the following information, as a market dealer, how will you quote bid and ask prices for a 6-month AUD/USD forward contract? (Assume all the
Given the following information, as a market dealer, how will you quote bid and ask prices for a 6-month AUD/USD forward contract? (Assume all the interest rates are periodically compounded.)
| Bid | Ask | |
|---|---|---|
| Spot Rate: AUD/USD | 0.7048 | 0.7068 |
| AUD 6-month LIBOR | 2.00% | 2.50% |
| USD 6-month LIBOR | 0.50% | 1.00% |
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Future Trading Navigating The Cryptocurrency Futures Trading Landscape Opportunities Challenges And Strategies
Authors: Yun Jin Xu
1st Edition
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