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    Derivatives and Risk Management Study Set 2
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    Exam 12: Interest Rate Forwards and Options
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    The Value of an FRA Is Obtained by Determining the Value
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The Value of an FRA Is Obtained by Determining the Value

Question 38

Question 38

True/False

The value of an FRA is obtained by determining the value of a strategy of long a long-term underlying time deposit and short a short-term underlying time deposit.

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