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- 220
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- 2011-7-2
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- 2014-6-29
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The current LIBOR rate is 4%. Which of the following interest rate collar will have the lowest cost?
A) buy interest rate put at exercise rate of 3.0%, sell interest rate call at exercise rate of 4.5%
B) buy interest rate put at exercise rate of 3.0%, sell interest rate call at exercise rate of 5.0%
C) buy interest rate put at exercise rate of 4.0%, sell interest rate call at exercise rate of 5.5% |
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发表于 2011-7-11 19:20
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