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Soft interest rate is 8% for 9-month and 7.5% for 6-month (both per annum and contin- uous). The 3-month Sofr forward rate for a contract
Soft interest rate is 8% for 9-month and 7.5% for 6-month (both per annum and contin- uous). The 3-month Sofr forward rate for a contract maturing in 6-months is ?
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Given data 9 Month interest rate 19 8 Six Month forward rate ...
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Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
