问题如下图:
选项:
A.
B.
C.
D.
题干第一句没什么实际意义吧 解释:
NO.PZ2019052801000048问题如下Company X ha floating-rate liability, the CFO of the company prects ththe interest rate will rise in the future, whshoulhe to hee against the increase of interest rate? A.enter into interest rate swa floating payer.B.enter into interest rate swa fixepayer.C.buy a put option on interest rate.short a call option on interest rate.B is correct. 考点利率互换.解析担心利率上升,那就签订一个利率上升能带来好处的合约。进入一个支浮动的swap,利率上升,会有亏损,A不对。进入一个支固定的swap,利率上升,会有收益,B正确。对于put option,利率上升,期权不行权,所以long put并不能带来收益,C不正确。对于 short call option,利率上升,long方行权,short 方有亏损,正确。 为什么put option,利率上升,期权不行权?short call option,利率上升,long方行权?
NO.PZ2019052801000048 担心利率上升,付fix rate,swfloating rate,不是fix payer吗