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ACI

3I0-012 · Question #180

A forward-forward lender has an exposure to the risk of:

The correct answer is A. Higher interest rates. See the full explanation below for the reasoning.

Question

A forward-forward lender has an exposure to the risk of:

Options

  • AHigher interest rates
  • BLower interest rates
  • CFlattening yield curve
  • DParallel shift downwards in the yield curve

How the community answered

(22 responses)
  • A
    73% (16)
  • B
    5% (1)
  • C
    9% (2)
  • D
    14% (3)

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Full 3I0-012 Practice