Multiple Choice
Which of the following statements about constant maturity swaps is not true?
A) the CMT rate is linked to a U.S.treasury security of equivalent maturity
B) the typical maturity is 2 to 5 years
C) the maturity is constant
D) one rate is based on a security of a longer rate than the settlement period
E) the swap is a type of interest rate swap
Correct Answer:
Verified
Correct Answer:
Verified
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