Repeat the previous problem but now assume the one-month, Finance Basics

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Repeat the previous problem but now assume the one-month

Explain the implied repo rate on a U.S. Treasury bond futures spread position ? Identify two ways to express interest rate parity based on how interest rates are quoted. Explain why, in practice, they contain the same information ? Repeat the previous problem, but now assume the one-month LIBOR rate on December 1 was 5.5 percent.

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