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Part A Which of the following is not an example of typical floating rate index used in the plain vanilla interest rate swap transaction? Wall
- Part A
- Which of the following is not an example of typical floating rate index used in the plain vanilla interest rate swap transaction?
- Wall Street Journal Prime
- 1-year LIBOR
- 3-month LIBOR
- 9-month LIBOR
- Which of the following is not an example of typical floating rate index used in the plain vanilla interest rate swap transaction?
- Part B
- Which of the following is the base index for fixed swap rate quote?
- LIBOR
- US Treasuries
- Swap Rate
- Wall Street Journal Prime
- Which of the following is the base index for fixed swap rate quote?
- Part C
- Which hedging method presented here matches a 3-month LIBOR loan with a pay 3-month LIBOR received fixed rate swap?
- Micro Hedge
- Macro Hedge
- Swap Hedge
- Cross Hedge
- Which hedging method presented here matches a 3-month LIBOR loan with a pay 3-month LIBOR received fixed rate swap?
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