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Use the Fact That the Pseudo-Probability of Default at Time

Question 1

Multiple Choice

Use the fact that the pseudo-probability of default at time zero is (1 / 2) to answer the questions that follow. Use the fact that the pseudo-probability of default at time zero is (1 / 2) to answer the questions that follow. -Consider a Eurodollar futures with maturity date 2.What is the Eurodollar futures rate on this contract at time 0? A) 0.019941 B) 0.036619 C) 0.039505 D) 0.019963 E) 0.017755
-Consider a Eurodollar futures with maturity date 2.What is the Eurodollar futures rate on this contract at time 0?


A) 0.019941
B) 0.036619
C) 0.039505
D) 0.019963
E) 0.017755

Correct Answer:

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