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20.In early 2011, the British pound (GBP) to New Zealand dollar (NZD) spot exchange rate was 2.0979. The LIBOR interest rates, quoted on a 360-day year basis, were 1.6025% for the British pound and 3.2875% for the New Zealand dollar. The 180-day forward points (scaled up by four decimal places) in GBP/NZD would be closest to: |
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