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garp20-t3-20.17

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    GARP Book 3 - Question 20.17

    Question 20.17: Consider a currency swap where interest in British pounds at the rate of 3% is paid and interest on euros at 2% is received. The British pound principal is 1.0 million pounds and the euro principal is 1.1 million euros. The most recent exchange has just occurred and the interest...
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