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a) Three months from today you plan to borrow $1.8 Billion for 6 months at LIBOR. You hedge 65% of your interest rate risk with a euro dollar futures contract priced at 99.2. If settled in arrears, what is your payment if the 6-month LIBOR is .28% in two months?
b) Six months from today you plan to borrow $433 million for 6 months at LIBOR. You hedge 100% of your interest rate risk with a euro dollar futures contract priced at 99.4. If settled in arrears, what is your payment if the 6-month LIBOR is 2.5625% in six months?
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Suppose that the 3 month and 6 month continuously compounded LIBOR rates are 3% and 3.5% respectively. Assume that LIBOR is used as the risk-free discount rate. What is the value of an FRA under which 4% is paid and LIBOR is received on $10 million f..
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