ACI
3I0-012 · Question #113
It is June. You are over-borrowed from October to January on your deposit book. How would you hedge using FRAs?
The correct answer is C. Sell 4x7. See the full explanation below for the reasoning.
Question
It is June. You are over-borrowed from October to January on your deposit book. How would you hedge using FRAs?
Options
- ASell 3x6
- BBuy 3x6
- CSell 4x7
- DBuy 4x7
How the community answered
(31 responses)- A3% (1)
- B3% (1)
- C84% (26)
- D10% (3)
Community Discussion
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