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YES because it is an EAR and it has a SUNK COST OF THE PREMIUM.
Dividing by 1 instead of (1 - option cost) and raising to 365/360 convention instead of 360 day LIBOR convention is going to make the RATE GO UP, beyond the 360 day convention of interest rates. |
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发表于 2013-4-2 13:05
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