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单选题 编号:2695723
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 amount due to the portfolio manager after 6 months is closest to:
  • A.$587,158
  • B.$1,007,326
  • C.$1,427,494

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