L1 Derivative investment的一题求解答，非常感谢！
An investor enters into a 1*3 forward rate agreement at a LIBOR rate of 1.5 percent. At expiration, the 60-day LIBOR rate is 1.7percent and the 90-day LIBOR rate is 1.9 percent. Assuming the contract covers a $1 million notional principal, what payment will the investor most likely receive?
A. 249.00
B. 332.39
C. 333.33
我选的是C，答案是B。
小的惶恐，向各位大臣求教。。。非常感谢！ |
发表于 2014-6-28 16:53
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