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Hi – I am studying for the March 2023 AFM sitting. Just wanted to make sure that in the calculations to get the futures lock in rate the examiner is happy with the spot calculated as an average between the buy/sell price.
They never do this in the book but it makes sense to me as we have only one number for futures and two for spot rates therefore I would be inclined to continue as you show in the lectures.
Thanks and regards,
A.
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