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Consider a Swap to Pay Currency a Floating and Receive

Question 15

Multiple Choice

Consider a swap to pay currency A floating and receive currency B floating.What type of swap would be combined with this swap to produce a swap to produce a plain vanilla swap in currency B.


A) pay currency B floating,receive currency A fixed
B) pay currency B fixed,receive currency A floating
C) pay currency B fixed,receive currency A fixed
D) pay currency B floating,receive currency A floating
E) none of the above

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