IukIusUD

IukIusUD0

Iuk= 10%Ius= 4%1 12.801000

10035.72.80/1001000

100044040 60 10040

1 2.8/2.4/35.7 85 60 45 1 15 3/67 35.7340]

(Covering Difference)CDF

Iuk= 10%Ius= 4%F3CD10433>

0F8CD104820

1000Iuk= 10%Ius= 4%2.8/2.73/

97.535.72.73/40 1000457.5 97.5401 2.4/2.73/

[

LIBORLondon inter-bank offer rate–)

uncovered interest arbitrage

(Covered Arbitrage)

1400-700/80-100/

2

3

4

5//103/

6

1

2

3

20040080%

10%

10%

cash and carry arbitrage

/103/

357*2.73=974.61$ 1000 57.5$

) 2018725 23:09

M id a92968356b950f2ac0646dc406261eab) 2019716 22:10