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You are given annualized rates for the following zero-coupon bonds: 30 days 90 days 180 days Annualized rate 6.00% 10.00% 12.00% a) Calculate the annualized

You are given annualized rates for the following zero-coupon bonds: 30 days 90 days 180 days Annualized rate 6.00% 10.00% 12.00% a) Calculate the annualized implied 3-month forward 3-month rate. a) Suppose an FRA on this rate was available at an annualized rate of 10%. Construct an arbitrage strategy.
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You are given annualized rates for the following zero-coupon bonds: a) Calculate the annualized implied 3-month forward 3-month rate. a) Suppose an FRA on this rate was available at an annualized rate of 10%. Construct an arbitrage strategy

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