The 181-day interest rate in the US is 4.50% and that on euros is 5%, both quoted

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The 181-day interest rate in the US is 4.50% and that on euros is 5%, both quoted using the money-market convention. What is the 181-day forward price of the euro in terms of the spot exchange rate S?

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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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The 181-day interest rate in the US is 4.50% and that on euros is 5%, both quoted

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Derivatives Principles And Practice

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