Final Exam Preparation - Stanford University
Profit = (Principal + Interest Payment) - (Price of Bond + Accrued Interest); Profit = 100 + 1.75 - 95 - 2.5; Profit = 4.25. 4. If the Eurodollar CD futures contract is quoted at 91.75, what is the annualized futures three-month LIBOR? The three-month Eurodollar CD is the underlying instrument for the Eurodollar CD … ................
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