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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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    An FRA in Which the Rate Is Not Set According
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An FRA in Which the Rate Is Not Set According

Question 23

Question 23

Multiple Choice

An FRA in which the rate is not set according to rates in the market is called


A) a short FRA
B) a long FRA
C) an off-market FRA
D) a hedged FRA
E) an FRA spread

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