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3I0-012 · Question #448

3I0-012 Question #448: Real Exam Question with Answer & Explanation

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Question

When constructing a gap report, how would a EUR 25,000,000.00 long position in 6x12 FRA be categorized?

Options

  • Aas a EUR 25,000,000.00 6-month liability and a EUR 25,000,000.00 12-month asset
  • Bas a EUR 25,000,000.00 12-month liability and a EUR 25,000,000.00 6-month asset
  • Cas a EUR 12,500,000.00 6-month liability and a EUR 12,500,000.00 12-month asset
  • Das a EUR 12,500,000.00 6-month asset and a EUR 12,500,000.00 12-month liability

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