1 Are There Any Spot Forward Covered Interest Rate Arbitrage Opportunities Available 2830281
1. Are there any spot-forward covered interest rate arbitrage opportunities available in the AUD-USD markets at any horizon? Start with $1M spot, and show the profit/loss for each of the (6) possible round-trip arbitrages. 2. Working in IBM’s Treasury Department, you need to borrow 10M USD for 6 months. Do you prefer to borrow USD […]