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Suppose Credit Suisse quotes spot and 90-day forward rates on the Swiss franc of SO. 7957-60, 8-13. a. What are the outright 90-day forward rates
Suppose Credit Suisse quotes spot and 90-day forward rates on the Swiss franc of SO. 7957-60, 8-13. a. What are the outright 90-day forward rates that Credit Suisse is quoting? b. What is the forward discount or premium associated with buying 90-day Swiss francs? C. Compute the percentage bid-ask spreads on spot and forward Swiss francs
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Finance And Economics Readings Selected Papers From Asia Pacific Conference On Economics And Finance 2017
Authors: Lee-Ming Tan , Evan Lau Poh Hock, Chor Foon Tang
1st Edition
9811081468,9811081476
