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ACI

3I0-012 · Question #35

A corporate wishing to hedge the interest rate risk on its floating-rate borrowing would:

The correct answer is B. Sell futures. See the full explanation below for the reasoning.

Question

A corporate wishing to hedge the interest rate risk on its floating-rate borrowing would:

Options

  • ASell interest rate caps
  • BSell futures
  • CSell FRAs
  • DBuy futures

How the community answered

(38 responses)
  • A
    16% (6)
  • B
    76% (29)
  • C
    5% (2)
  • D
    3% (1)

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