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Question 2: Consider the following spot and forward rate quotations for the Canadian Dollar S(S/CADr) 0.76 F1(S/CADr) - 0.79 F.(S/CADr) = 0.81 F3(S/CADr) -0.83 Calculate
Question 2: Consider the following spot and forward rate quotations for the Canadian Dollar S(S/CADr) 0.76 F1(S/CADr) - 0.79 F.(S/CADr) = 0.81 F3(S/CADr) -0.83 Calculate the 3-month forward premium in American terms. Assume 30-360 pricing convention
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