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Please help Assume the Eurodollar futures price at time t0 is 93.83 and the contract expires in 3 months time a. Calculate the 3-month forward
Please help
Assume the Eurodollar futures price at time t0 is 93.83 and the contract expires in 3 months time
a. Calculate the 3-month forward rate implied by this price.
b. Calculate the repayment amount for bonds with maturities of 3, 6, 9 and 12 months if the
investor bought $5 million future contracts.
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