95. A European bank wants to short a 1x3 forward rate agreement on Euribor. A
dealer provides the bank with a quote of 1.75 percent. The bank agrees to enter
the FRA with the dealer. At contract maturity, what Euribor rate would most
likely result in the European bank receiving a payment from the dealer?
A. 60-day Euribor at 1.70%
B. 60-day Euribor at 1.80%
C. 90-day Euribor at 1.65%
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