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Hi, I have a question about the case study of Drysdale. I'm wondering if anyone can help. Thanks very much. When I read the Drysdale case, I found it was hard to understand. So I grabbed more information about this case. I found that Drysdale borrowed billions of securities from Chase using...

1. A repo rate is not only over night 2. D 3. B e^(-r*6)=0.820 r=0.033075 (1+r/2)^(1/12)=0.820 r=0.033350