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What is the 3-month euro treasury bill rate

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Reference no: EM131633378

The spot rate is given to you as 1.0983 USD/EUR. The 3-month forward rate is provided by a broker as 1.1013 USD/EUR. The 3-month treasury bill rate in the United States is 0.08%. What is the 3-month Euro treasury bill rate that would be in equilibrium with the rest of these data?

Reference no: EM131633378

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