NO.PZ2023091802000167
问题如下：
Your company is expecting a major export order from a London-Based client. The receivables under the contract are to be billed in GBP, while your reporting currency is USD. Since the order is a large sum, your company does not want to bear the exchange risk and wishes to hedge it using derivatives. To minimize the cost of hedging, which of the following is the most suitable contract?
选项：
A.A chooser option for GBP/USD pair
B.A currency swap where you pay fixed in USD and receive floating in GBP
C.A barrier put option to sell GBP against USD
D.An Asian call option on GBP against USD
解释：
A cross-currency swap is inappropriate because there is no stream of
payment but just one. Also, one would want to pay GBP, not receive it. An Asian
options generally cheap, but this should be a put option, not a call. Among the
two remaining choices, the chooser option is more expensive because it involves
a call and put.
为啥b是错的啊？没看懂解析
