Which of the Following Strategies Replicates a Long Position in an FRA

question 53

Multiple Choice

Which of the following strategies replicates a long position in an FRA?

• A)long a long term Eurodollar time deposit and short a short-term Eurodollar time deposit
• B)long a Eurodollar futures and short a Eurodollar option
• C)long a Eurodollar option on a futures
• D)short a long-term Treasury bond futures and short a short-term Treasury bond futures
• E)long a receiver swaption

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Medical Technology

The application of scientific knowledge and devices for the purpose of diagnosis, treatment, and monitoring of diseases.

Labor Productivity Growth

An increase in the efficiency of labor, typically measured as the amount of goods or services produced per hour of labor.

Labor-Capital Ratio

The ratio of labor inputs (workforce numbers or hours worked) to capital inputs (machinery, buildings, and technology) in production processes.

Capital Stock

The total amount of physical and financial assets owned by a business or country, including buildings, machinery, equipment, and shares.