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You see the following three month swap quote for C$: $0.9650-60 20-25.calculate the mid-points of spot and three-month forward rates. (c) using the mid-points of
You see the following three month swap quote for C$: $0.9650-60 20-25.calculate the mid-points of spot and three-month forward rates. (c) using the mid-points of the spot and three-month forward rates, calculate the annualized forward premium/discount on C$
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