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Suppose that the nine-month SOFR interest rate is 8% per annum and the six-month SOFR interest rate is 7.5% per annum. Estimate the three-month SOFR

Suppose that the nine-month SOFR interest rate is 8% per annum and the six-month SOFR interest rate is 7.5% per annum. Estimate the three-month SOFR futures price quote for a contract maturing in six months.

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