Multiple Choice
The fixed rate on an FRA expiring in 30 days on 180-day LIBOR with the 30-day rate being 5 percent and the 210 day rate being 6 percent is
A) 6 percent
B) 6.14 percent
C) 5 percent
D) 5.5 percent
E) 5.15 percent
Correct Answer:
Verified
Correct Answer:
Verified
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