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3I0-012 · Question #504

3I0-012 Question #504: Real Exam Question with Answer & Explanation

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Question

A Eurozone-based bank that is liability-sensitive to market interest rate changes might reduce interest rate risk by:

Options

  • Aentering into a pay fixed I receive variable standard interest rate swap
  • Bentering into a receive fixed I pay variable amortizing interest rate swap
  • Centering into a EUR/USD FX swap
  • Dentering into a receive fixed I pay variable standard interest rate swap

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