Compute the forward discount

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Reference no: EM1363537

Question: Suppose Credit Suisse Quotes spot 90 day forward rates of $0.7957-60, 8-13.

- What are the outright 90 day forward rates that Credit Swiss is quoting?
- What is the forward discount or premium associated with buying a 90-day Swiss francs?
- Compute the % bid ask spreads on spot and forward Swiss Francs?

 

Reference no: EM1363537

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Compute the forward discount : Assume Credit Suisse Quotes spot ninety day forward rates of $0.7957-60, 8-13. Determine the outright 90 day forward rates that Credit Swiss is quoting?
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