Test por f.yafai, creado hace más de 1 año

FRM FRM Test sobre Topic 5, creado por f.yafai el 01/11/2013.

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	Creado por f.yafai hace casi 11 años

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Topic 5

Pregunta 1 de 2

1

Company A expects a $10 million receipt one month's (30 days) time and will invest these funds for 3 months (91 days) until they are required in the business.
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Which of the following transactions would be MOST appropriate for company A to use to fix interest rate on the future deposit?

Selecciona una de las siguientes respuestas posibles:

a) Buy 1 v 3 FRA
b) Sell 1 v 3 FRA
c) a) Buy 1 v 4 FRA
b) Sell 1 v 4 FRA

Explicación

Pregunta 2 de 2

1

Company A expects a $10 million receipt one month's (30 days) time and will invest these funds for 3 months (91 days) until they are required in the business.
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Company A hedges its exposure with an FRA contract at 6.2% which is held to maturity. The outturn market rate on settlement of the contract is 7.3%. What is the best estimate of the FRA compensation amount?

Selecciona una de las siguientes respuestas posibles:

a) $25,500
b) $26,900
c) $27,300
d) $27,800

Explicación