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    Fundamentals of Futures
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    Exam 7: Swaps
  5. Question
    Which of the Following Is True
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Which of the Following Is True

Question 2

Question 2

Multiple Choice

Which of the following is true?


A) OIS rates are less than the corresponding LIBOR rates
B) OIS rates are greater than corresponding LIBOR rates
C) OIS rates are sometimes greater and sometimes less than LIBOR rates
D) OIS rates are equivalent to one-day LIBOR rates

Correct Answer:

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