Which Combination of the Following Statements Is True About the Risks

question 15

Multiple Choice

Which combination of the following statements is true about the risks that a swap dealer confronts:
(i) - interest rate risk
(ii) - basis risk
(iii) - exchange rate risk
(iv) - mismatch risk
(v) - sovereign risk

• A) (i), (ii), (iii), and (v)
• B) (i), (iii), and (iv)
• C) (iii), (iv), and (iv)
• D) (i), (ii), (iii), (iv), and (v)

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