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The Eurodollar quote for a contract maturing in 240 days is 96.86. The 240- day LIBOR zero rate is 4.8% (with continuous compounding). For the
The Eurodollar quote for a contract maturing in 240 days is 96.86. The 240- day LIBOR zero rate is 4.8% (with continuous compounding). For the purpose of this problem, no adjustment is necessary for the difference between forward and futures rates. Part 1 - Attempt 1/10 for 10 pts. What is the forward rate from 240 to 331 days from the Eurodollar quote? 4+ decimals Submit Part 2 | Attempt 1/10 for 10 pts. What is the forward rate from 240 to 331 days with continuous compounding and an actual/365 day count? 4+ decimals Submit Part 3 | Attempt 1/10 for 10 pts. What is the 331-day LIBOR zero rate (with continuous compounding)? 4+ decimals Submit The Eurodollar quote for a contract maturing in 240 days is 96.86. The 240- day LIBOR zero rate is 4.8% (with continuous compounding). For the purpose of this problem, no adjustment is necessary for the difference between forward and futures rates. Part 1 - Attempt 1/10 for 10 pts. What is the forward rate from 240 to 331 days from the Eurodollar quote? 4+ decimals Submit Part 2 | Attempt 1/10 for 10 pts. What is the forward rate from 240 to 331 days with continuous compounding and an actual/365 day count? 4+ decimals Submit Part 3 | Attempt 1/10 for 10 pts. What is the 331-day LIBOR zero rate (with continuous compounding)? 4+ decimals Submit
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