Intro The 3-month Eurodollar futures price is quoted as 96.5 for a contract between 3.6 and...
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Intro The 3-month Eurodollar futures price is quoted as 96.5 for a contract between 3.6 and 3.85 years in the future The standard deviation of the changes in short-term interest rates in 1 year is 1.4%. Part 1 Attempt 1/10 for 10 pts. What is the forward rate from 3.6 and 3.85 years from the Eurodollar quote? 4+ decimals Submit Part 2 Attempt 1/10 for 10 pts. What is the forward rate in an FRA for the period between 3.6 and 3.85 years from now? 4+ decimals Submit Intro The 3-month Eurodollar futures price is quoted as 96.5 for a contract between 3.6 and 3.85 years in the future The standard deviation of the changes in short-term interest rates in 1 year is 1.4%. Part 1 Attempt 1/10 for 10 pts. What is the forward rate from 3.6 and 3.85 years from the Eurodollar quote? 4+ decimals Submit Part 2 Attempt 1/10 for 10 pts. What is the forward rate in an FRA for the period between 3.6 and 3.85 years from now? 4+ decimals Submit
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