covered interest arbitrage - formula, please? - 【CFA学习交流讨论】 - CFA论坛

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发表于 2011-7-11 19:55 | 显示全部帖子

I don't know what all those equations you posted up are but this probably all you need to know:

S0 DC/FC * (1+rDC/1+rFC)

I'm curious to see a question if possible.

NO EXCUSES

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