答案和详解如下： 57、Correct answer is D "Forward Markets and Contracts," Don M. Chance 2008 Modular Level I, Vol. 6, pp. 40-43 Study Session 17-71-g calculate and interpret the payoff of an FRA and explain each of the component terms Interest rates increased and Dwayne was long the contract, so the payment would be from the dealer to Dwayne. The amount of the payment is given by: $20 million [(0.065 - 0.06)(180 / 360) / (1 + 0.065(180 / 360))] = $48,426.15
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发表于 2008-12-5 10:15
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