Estimate the 3-month eurodollar futures price quote for a


Suppose that the 9-month LIBOR interest rate is 8% per annum and the 6- month LIBOR interest rate is 7.5% per annum. Estimate the 3-month Eurodollar futures price quote for a contract maturing in 6 months.

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Finance Basics: Estimate the 3-month eurodollar futures price quote for a
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