单选题
编号:2693404
1. A forward rate agreement (FRA) that expires in 180 days and is based on 90-day LIBOR is quoted at 2.2%. At expiration of the FRA,90-day LIBOR is 2.8%. For a notional principal of $1,000,000, thepayoff of this FRA is closest to:
- A.$1,469.31.
- B.$1,500.00.
- C.$1,489.57.