A

NO.PZ2023040401000071 问题如下 QWR enters a 5-yeinterest rate swin whiQWR pays the fixerate of 3% for the first semiannuperioanreceives initisix-month MRR of 2.65%. Baseon the information above, whiof the following statements is true? A.Three months after the inception of the tra, QWR hMTM loss on the swap, because it owes a net settlement payment to its counterparty. B.Three months after the inception of the tra, QWR hMTM gain on the swap, because after the first known net payment to its counterparty, the remainr of the future cash flows must have a positive present value from QWR's perspective. C.We not have enough information to termine whether the swha positive or negative value from QWR's perspective after the inception of the tra. The fixeinterest rate is known, but the floating interest rate varies with the market ancannot termine 在进行结算时候，不是以固定利率和浮动利率之间的差额进行结算吗

NO.PZ2023040401000071 问题如下 QWR enters a 5-yeinterest rate swin whiQWR pays the fixerate of 3% for the first semiannuperioanreceives initisix-month MRR of 2.65%. Baseon the information above, whiof the following statements is true? A.Three months after the inception of the tra, QWR hMTM loss on the swap, because it owes a net settlement payment to its counterparty. B.Three months after the inception of the tra, QWR hMTM gain on the swap, because after the first known net payment to its counterparty, the remainr of the future cash flows must have a positive present value from QWR's perspective. C.We not have enough information to termine whether the swha positive or negative value from QWR's perspective after the inception of the tra. The fixeinterest rate is known, but the floating interest rate varies with the market ancannot termine 此题不理解，请老师讲解一下，谢谢。