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Question 19 Determine the rate in a 45-day FRA on the 90-day LIBOR if the 45-day spot LIBOR is 3.8% and the 135-day spot LIBOR

Question 19

Determine the rate in a 45-day FRA on the 90-day LIBOR if the 45-day spot LIBOR is 3.8% and the 135-day spot LIBOR is 4%!

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