Compute the percent bid ask spreads on spot


Question: Suppose Credit Suisse Quotes spot 90 day forward rates of $0.7957-60, 8-13.

- What are the outright 90 day forward rates that Credit Swiss is quoting?

- What is the forward discount or premium associated with buying a 90-day Swiss francs?

- Compute the % bid ask spreads on spot and forward Swiss Francs?

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Finance Basics: Compute the percent bid ask spreads on spot
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