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Question 3 ( 1. 5 marks) The following forwards quotes are available*: Spot 30 - day 90 - day E : $2. 00 15 -

Question 3 ( 1. 5 marks) The following forwards quotes are available*: Spot 30 - day 90 - day E : $2. 00 15 - 30 E: $1. 9996- 13 E : 1. 9989 - 08 SF: $0. 6963- 68 SF: $0. 6967- 74 SF : 0. 6972- 82 Calculate the 30 - day forward bid-ask spread for SF

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