问题如下:
The real FRA is long 30 days FRA on 90 days Libor, then the synthetic FRA is:
选项:
A.borrow for 90 days and lend for 30 days.
B.borrow for 120 days and lend for 90 days.
C.borrow for 120 days and lend for 30 days.
解释:
C is correct. Long 30-day FRA on 90-day Libor= borrow 120-day + lend 30-day.
请再仔细解释一下,没有弄懂