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What is the value of an FRA where the holder receives interest at the rate of 8% per annum for a six-month period and pay

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What is the value of an FRA where the holder receives interest at the rate of 8% per annum for a six-month period and pay forward rate 6% per annum on a principal of $1,000 starting in two years? All rates are compounded semiannually except risk- free rate is 5.91% with continuous compounding. $8.63 $8.88 $9.02 $9.12

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