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You observe the following rates: z01 4.00% z02 4.50% z03 4.80% f12 5.00% f13 5.10% Supposing you could borrow (short sell) up to $100 million,

You observe the following rates: z01 4.00% z02 4.50% z03 4.80% f12 5.00% f13 5.10% Supposing you could borrow (short sell) up to $100 million, derive the most profitable arbitrage that generates p...

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