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The fixed rate on an FRA expiring in 60 days on 180-day LIBOR with the 60-day rate being 6 percent and the 270 day rate

The fixed rate on an FRA expiring in 60 days on 180-day LIBOR with the 60-day rate being 6 percent and the 270 day rate being 7.2 percent is

6.23%

10.80%

6.14%

9.26%

7.47%

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