An interest rate CAP can be defined as:

Question

Options

• AAseries of American call options on FRAs
• BAseries of European call options on FRAs
• CAseries of American put options on FRAs
• DAseries of European put options on FRAs

• A
  7% (3)
• B
  71% (30)
• C
  17% (7)
• D
  5% (2)

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