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dollarBritish pound: equilibrium price at time t for a currency futures contract maturing at time T; spot price at time t for the foreign currency (to which the futures contract applies); US interest rate on risk-free securities maturing calicuy time T; and British interest rate on risk-free securities maturing tradiing time T.

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Risk makes it particularly appealing for long-term investment portfolios, especially tax-deferred retirement accounts. Strategy Identification All quantitative trading processes begin with an initial period of research.

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The yield that equates this new higher(lower) price to the bond's cash flows to maturity is the Option Adjusted Yield.

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