Assume that the spot rate is euro08144 the 180-day forward
Assume that the spot rate is €0.8144/$, the 180-day forward rate is €0.7933/$, and the 180-day dollar interest rate is 6 percent per year. What is the 180-day euro interest rate per year that would prevent arbitrage?
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assume that the spot rate is euro08144 the 180-day forward rate is euro07933 and the 180-day dollar interest rate is 6
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suppose we observe the following rates 1r1 45 1r2 62 if the unbiased expectations theory of the term structure of
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