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Which One of the Following Formulae Is Correct

Question 83

Multiple Choice

Which one of the following formulae is correct?


A) Long a straight bond + pay fixed on a swap = long a synthetic Floating Rate Note
B) Long a straight bond + pay floating on a swap = long a synthetic Floating Rate Note
C) Short a straight bond + receive fixed on a swap = long a synthetic Floating Rate Note
D) Short a straight bond + pay fixed on a swap = long a synthetic Floating Rate Note

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