Things to have – websites/slides
We should revisit the example we did last week. Go over the 26W and 52W example again fairly quickly. 26W0.130%. 52W0.175%. We can imply the 26W T-bill starting in 26 weeks time. Let’s build the spreadsheet again. Note that if you actually can go short the 26W T-bill then one can actually lock in this forward rate today. It is though an ... ................
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