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3I0-012 · Question #118

3I0-012 Question #118: Real Exam Question with Answer & Explanation

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Question

A euro zone-based bank that is asset-sensitive to market interest rate changes might reduce interest rate risk by:

Options

  • Aentering into a pay fixed I receive variable standard interest rate swap
  • Bentering into a receive fixed I pay variable standard interest rate swap
  • Centering into a pay fixed / receive variable amortizing interest rate swap
  • Dentering into a GBP/USD FX swap

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