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You are the treasurer of company B and have concluded a 3 year collar vs. 6 month Euribor. You have bought a EUR cap at
You are the treasurer of company "B" and have concluded a 3 year collar vs. 6 month Euribor. You have bought a EUR cap at strike of 4,16% and sold EUR floor at a strike of 2,02%. One year later the 6 month Euribor is fixed at 3.25%. What is your borrowing cost for this 6 month period
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