NO.PZ2024062801000080
问题如下：
The cross-currency swap basis is the:
选项：
A.interest rate differential in a cross-currency swap.
B.price to the long position in a cross-currency swap.
C.difference between the forward and spot exchange rates in a cross-currency swap.
D.amount by which the interest rate of one currency must be adjusted in a cross- currency swap so that covered interest parity (CIP) holds.解释：
跨币种掉期基差（b）是指为了使利率平价条件（CIP，Covered Interest Parity）成立，一种货币的利率必须调整的幅度。这一概念可以通过以下公式表达：
a错在哪里了？