2.) Based on the data in Exhibit 2, modifying the duration of the fixed-income allocation to
its target will require an interest rate swap that has notional principal closest to:
A. $11,030,000.
B. $17,777,000
C. $9,412,000.
Answer = A
“Risk Management Application of Option Strategies,” Don M. Chance
Bạn đang xem 2. - CFA MOCK EXAM LEVEL III MOCK EXAM VERSIONB ANSWERS 2014