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Here are the answers to the questions: a) The mid-rate for each maturity is the average of the bid and ask rates. b) The annual forward premium is calculated as (Spot - Forward) / Forward * 360 / Days. The 1 month rate has the smallest premium of 0.007% and the 24 month rate has the largest premium of 0.536%. c) The 24 month rate has the largest premium while the 1 month rate has the smallest. So in summary, as the maturity increases, the forward premium gets larger, with the 24 month rate having over tw

Author

kk

Language

EN