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Hedging FRA Using Futures: FRA Nominal value - EUR 100 million (sale) 3-V-6 FRA Spot rate 6. 85% 3-V-6 FRA rate 7.52% Da
Posted: Fri Mar 04, 2022 9:39 am
by answerhappygod
- Hedging Fra Using Futures Fra Nominal Value Eur 100 Million Sale 3 V 6 Fra Spot Rate 6 85 3 V 6 Fra Rate 7 52 Da 1 (186.67 KiB) Viewed 49 times
Hedging FRA Using Futures: FRA Nominal value - EUR 100 million (sale) 3-V-6 FRA Spot rate 6. 85% 3-V-6 FRA rate 7.52% Date 14 October Futures Price - 92.50% Futures Tick value - 25 Calculate Hedge Ratio to eliminate risk of raising In interest (DO Not round Intermediate Calculations round your answer to Nearest whole Number)