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Consider a currency swap with but two payment dates, which are one year apart, and no exchange of notional principals. On the first date, the party pays U.S. dollars at a rate of 4 percent and receives British pounds at a rate of 3.5 percent. Since the payments are annual, no adjustment, such as days/360, is necessary. The notional principals are $10 million and £6.25 million. Explain from an American's perspective how this transaction is like a series of forward contracts on the pound. Also, explain how the transaction can be fairly priced, which you can assume it is, even though the implied forward rate is the same for both maturities.
Embracing change requires risk-taking, which needs to be as calculated as possible and based on knowledge rather than mere guesses.
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bullfrom cmegroup website - look up report a futures selecting price over 3 consecutive days and calculate your
According to Keynes, why might deflation create problems for an economy?
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