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CFA考试(Level Ⅰ) - 相关题库
单选题 编号:2692743
1. TDK commercial bank makes an adjustable rate mortgage for a big construction customer. Which of the following would be an appropriate position for the bank to hedge its risk with this loan? TDK should pay:
  • A.Fixed to an interest rate swap counterparty and receive variable.
  • B.Variable to a currency swap counterparty and receive fixed.
  • C.Variable to an interest rate swap counterparty and receive fixed.

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