NO.PZ2023020101000009
问题如下：
Sheroda asks Parisi to help
her with fixed-income derivatives. First, she wants to better understand
forward rate agreements (FRAs). Parisi points out the following attributes of
an FRA:
Parisi
is most likely
correct regarding which attribute of an FRA?
选项：
A.Attribute 3
Attribute 2
C.
Attribute 1
解释：
Parisi is correct with regard to Attribute 2. Being long the FRA means
that you gain when MRR rises. The fixed receiver counterparty receives an
interest payment based on a fixed rate and makes an interest payment based on a
floating rate. The floating receiver counterparty receives an interest payment
based on a floating rate and makes an interest payment based on a fixed rate.
老师，A和C错在哪里？
