What is the value of an fra

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Reference no: EM13273579

The 12-month, 15-month, 18-month zero rates are 4.5%, 4.6%, 4.7% with continuous compounding. What is the value of an FRA that enables the holder to earn 6.1% (with semiannual compounding) for a 3-month period starting in 1 year on a principal of $1,000,000?

Reference no: EM13273579

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What is the value of an fra : The 12-month, 15-month, 18-month zero rates are 4.5%, 4.6%, 4.7% with continuous compounding. What is the value of an FRA that enables the holder to earn 6.1% (with semiannual compounding) for a 3-month period starting in 1 year on a principal of ..

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