Soft interest rate is 8% for 9-month and 7.5% for 6-month (both per annum and contin- uous).

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Soft interest rate is 8% for 9-month and 7.5% for 6-month (both per annum and contin- uous). The 3-month Sofr forward rate for a contract maturing in 6-months is ?

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Posted Date: Apr 18, 2023 07:46 AM

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Soft interest rate is 8% for 9-month and 7.5% for 6-month (both per annum and contin- uous).

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Given data 9 Month interest rate 19 8 Six Month forward rate ... View the full answer

Fundamentals of Futures and Options Markets

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