NO.PZ2023091802000165
问题如下:
The US Federal Reserve
has recently released a statement indicating a high likelihood of an increase
in the federal-funds target rate (interest rate). As a result, you would like
to hedge your bond portfolio and decide to enter into a fixed-for-floating interest
rate swap with the following terms:
Given this market information, what is the cash flow after the first six months?
选项:
A.
USD -905,000
B.
USD-110,000
C.
USD 110,000
D.
USD 905,000
解释:
从粉色的表述看不出来是pay fix吗