A Eurodollar futures quote is 93.5 for a contract maturing in 270 days. What is...

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Finance

A Eurodollar futures quote is 93.5 for a contract maturing in 270 days. What is the LIBOR forward rate for the 30-day period starting in 270 days?

a. 13.00% b. 7.25% c. 79.08% d. 6.95% e. 6.50%

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