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3I0-012 · Question #29

3I0-012 Question #29: Real Exam Question with Answer & Explanation

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Question

If a dealer has a 6-month USD asset and a 3-month USD liability, how could he hedge his balance sheet exposure in the FRA market?

Options

  • ABuy 3x6
  • BSell 3x6
  • CBuy 0x6
  • DSell 6x9

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