Trading strategy using long and short positions

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Can you set up a trading strategy using long and short positions of the default-free floating rate bond and the defaultable floating rate bond that replicates the cash flow pattern of the CDS?

Reference no: EM133119913

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Trading strategy using long and short positions : Can you set up a trading strategy using long and short positions of the default-free floating rate bond and the defaultable floating rate bond that replicates t
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