Question: Part A complete, only parts B & C, please. a. What is the mid-rate for each maturity? b. What is the annual forward premium for
Part A complete, only parts B & C, please.
a. What is the mid-rate for each maturity? b. What is the annual forward premium for all maturities? c. Which maturities have the smallest and largest forward premiums? (Click on the icon to import the table into a spreadsheet.) Period spot 1 month 2 months 3 months 6 months 12 months 24 months \/$ Bid Rate 85.41 85.02 84.86 84.37 83.17 82.87 81.79 \/$ Ask Rate 85.46 85.05 84.90 84.42 83.20 82.91 81.82 3 mionins yu 04.37 04.42 . 6 months 180 83.17 83.20 83.185 12 months 360 82.87 82.91 82.890 24 months 720 81.79 81.82 81.805 b. What is the annual forward premium for all maturities? Calculate the annual forward premium for all maturities below: (Round to three decimal places.) Days Bid Rate Ask Rate Forward Period Forward \/$ \/$ Premium Spot 0 85.41 85.46 1 month 30 85.02 85.05 %
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