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单选题 编号:2693669
1. A portfolio manager enters into an equity swap with a swap dealer. The portfolio manager agrees to pay the return on the Value Index and receive the return on the Growth Index. The swap's notional principal is $50 million, and the payments will be made semi-annually. The levels of the equity indices are as follows:

The net amountowedtothe portfolio manager aftersix monthsis closest to:
  • A.$1,427,494.
  • B.$1,007,326.
  • C.$587,158.

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