Assume you are a price maker. The AUD/USD and EUR/USD spot rates are 0.7556/60 a...
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Assume you are a price maker. The AUD/USD and EUR/USD spot rates are 0.7556/60 and 1.1576/80 respectively. Your 3-month swap rates are 12/11 and 33/34 respectively. Determine your 3-month outright FEC offer rate for AUD/EUR, rounded to 4 decimal places.
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