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Business, 22.02.2020 05:19 jasjas12

13.A bank can borrow or lend at LIBOR. The 6-month rate is 5% and the 9-month rate is 5.5%. The Eurodollar futures contract expiring in 6 months is trading at 94. What arbitrage opportunities are open to the bank

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13.A bank can borrow or lend at LIBOR. The 6-month rate is 5% and the 9-month rate is 5.5%. The Euro...
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