NO.PZ202403050900000603
问题如下：
The value of Global Bullion’s swap contract is closest to:选项：
A.ZAR344,076. B.ZAR1,324,380. C.ZAR1,720,380.解释：
A Correct.
Calculate the sum of PV = 0.9802 + 0.9560 + 0.9311 = 2.8673.
Calculate the fixed swap rate = (1 – 0.9311)/2.8673 = 0.0240.
Calculate swap value per ZAR = (0.0300 – 0.0240) 2.8673 = 0.0172.
Thus, total swap value = 0.01720 × ZAR20,000,000 = ZAR344,076.
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