标题: Question on Currency Swaps [打印本页] 作者: noel 时间: 2011-7-11 19:38 标题: Question on Currency Swaps
In CFA Material - (Page # 54 R # 60 question # 12)
Can someone please explain the steps for the arbitrage transaction - I don't understand how they are getting 1.0231/ (1.05)^(180/365) as the amount of dollars needed to buy euros.
