Question
The Euro is priced in dollars per Euro. The exchange rate right now is $1.1250. If the 6-month risk free rate in dollars is .85%
The Euro is priced in dollars per Euro. The exchange rate right now is $1.1250. If the 6-month risk free rate in dollars is .85% and the 6-month risk free rate in euros is .25%, where should a 6-month forward be priced?
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Handbook Of Modeling High Frequency Data In Finance
Authors: Frederi G. Viens, Maria Cristina Mariani, Ionut Florescu
1st Edition
0470876883, 978-0470876886
