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    Financial Markets Association (ACI FMA) Exams
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    Exam 2: ACI Dealing Certificate-Part B
  5. Question
    Selling a FRA Has the Same Interest Rate Exposure As
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Selling a FRA Has the Same Interest Rate Exposure As

Question 119

Question 119

Multiple Choice

Selling a FRA has the same interest rate exposure as:


A) Opening a positive gap
B) Going over-borrowed
C) Making a forward-forward loan
D) Taking a forward-forward deposit

Correct Answer:

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