ACI

3I0-012 · Question #176

Selling a FRA has the same interest rate exposure as:

The correct answer is C. Making a forward-forward loan. See the full explanation below for the reasoning.

Question

Selling a FRA has the same interest rate exposure as:

Options

AOpening a positive gap
BGoing over-borrowed
CMaking a forward-forward loan
DTaking a forward-forward deposit

How the community answered

(30 responses)

A
10% (3)
B
3% (1)
C
83% (25)
D
3% (1)

Community Discussion

No community discussion yet for this question.

Sign up to join the discussion

Full 3I0-012 Practice