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Общий P&L по сделке будет равен (Курс доллара при продаже – Курс доллара при покупке) + (Цена фьючерсного контракта при покупке – Цена фьючерсного контракта при продаже)
3. Так как в условии задания сказано, что долларовая облигация покупается за рубли, то мы привлекаем у казначейства рубли, поэтому и ставка фондирования также должна браться в рублях.
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