It is currently May. What is the relation between the observed eurodollar futures price of 96.32 for

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It is currently May. What is the relation between the observed eurodollar futures price of 96.32 for the November maturity and the rate of interest that is locked-in using the contract? Over what period does this rate apply?

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Derivatives Principles And Practice

ISBN: 9780078034732

2nd Edition

Authors: Rangarajan Sundaram

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Question Posted: Jan 10, 2024 01:00 AM

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It is currently May. What is the relation between the observed eurodollar futures price of 96.32 for

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Derivatives Principles And Practice

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