2. If the equity index return was 6.0% for the quarter (not annualized), the equity swap cash...

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2. If the equity index return was −6.0% for the quarter (not annualized), the equity swap cash flow will be closest to:

A. −€320,000.

B. −€180,000.

C. €180,000.

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Derivatives

ISBN: 9781119850571

1st Edition

Authors: CFA Institute

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