Question: Assuming that a three month LIBOR is expected to be .92%, when the contract matures. But, the rate moved in the other direction for an

 Assuming that a three month LIBOR is expected to be .92%,

Assuming that a three month LIBOR is expected to be .92%, when the contract matures. But, the rate moved in the other direction for an interest rate on a three-month Eurodollar deposit of.25%. What will the holder of the long position pay the seller? Assuming that a three month LIBOR is expected to be .92%, when the contract matures. But, the rate moved in the other direction for an interest rate on a three-month Eurodollar deposit of.25%. What will the holder of the long position pay the seller

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