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Credit default swap on argentina

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Reference no: EM132046492

The yield on a 10 year Argentina dollar denominated sovereign debt is 13.5 percent. While, the yield in comparable U.S bond is 5.5 percent. A 5 year credit default swap on Argentina is quoted at 850/950 basis points. What will be the yield on selling Argentina short to buy U.S 10 year Treasury and selling, 10 year credit default swap on Argentina?

Reference no: EM132046492

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