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蜗牛也是牛Megan · 2025年06月21日

答案到底是什么?

NO.PZ2023041003000012

问题如下:

Nils sets out to evaluate arbitrage opportunities using forward rate agreements (FRAs). Kozorez makes the following comments to Nils regarding FRAs. He states, “An FRA has two counterparties, a fixed rate receiver that is short Euribor and a floating rate receiver that is long Euribor. The party that is long a 3 × 9 FRA must make a Euribor deposit in three months and earns the Euribor rate for the subsequent six months.”

Kozorez’s comments to Nils regarding FRAs are most likely:

选项:

A.

incorrect regarding counterparties and incorrect regarding their transactions.

B.

correct regarding counterparties and incorrect regarding their transactions.

C.

correct regarding counterparties and correct regarding their transactions.

解释:

Nils has accurately described the short and long positions in an FRA. He has also correctly described the timing of the transactions of a 3 × 9 FRA. The counterparties are not required to exchange cash flows, however. Although an FRA can be done in conjunction with a Euribor deposit, it is not a requirement.

答案不应该是B吗?为什么说C 正确

LONG LIBOR 不是担心利率上涨,应该是BORROW的一方,怎么会在3个月的时候存钱投资呢

0 个答案