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Assignment Help - homework help

Determine the corresponding bid-ask spreads in points

Employing the spot and outright forward quotes, determine the corresponding bid-ask spreads in points.

Spot                                   1.3431-1.3436

One-Month                        1.3432-1.3442

Three-Month                     1.3448-1.3463

Six-Month                         1.3488-1.3508

 Solution: 

Spot                                     5

One-Month                          10

Three-Month                        15

Six-Month                            20

 

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