Using the spot and outright forward quotes in problem 4, determine the corresponding bid-ask spreads in points.

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Spot ..............................1.3431-1.3436
One-Month ..................1.3432-1.3442
Three-Month ...............1.3448-1.3463
Six-Month ....................1.3488-1.3508

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International Financial Management

ISBN: 978-0078034657

6th Edition

Authors: Cheol S. Eun, Bruce G.Resnick

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Question Posted: Mar 13, 2012 05:24 AM

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Using the spot and outright forward quotes in problem 4, determine the corresponding bid-ask spreads in points.

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International Financial Management

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