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Galina2019-02-18 10:09:23
Galinabased on the quarterly rate in three months. If interest rates are compounded quarterly, and the floating rate is 2.5 percent in three months, what is the payoff at the end of the sixth month
题干的这些条件表明，此FRA锁定的是三个月的利率。计算6月的payoff，其实期限是3~6月的哦，所以是三个月
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