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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

  1. Part A
    1. Which of the following is not an example of typical floating rate index used in the plain vanilla interest rate swap transaction?
      1. Wall Street Journal Prime
      2. 1-year LIBOR
      3. 3-month LIBOR
      4. 9-month LIBOR
  2. Part B
    1. Which of the following is the base index for fixed swap rate quote?
      1. LIBOR
      2. US Treasuries
      3. Swap Rate
      4. Wall Street Journal Prime
  3. Part C
    1. Which hedging method presented here matches a 3-month LIBOR loan with a pay 3-month LIBOR received fixed rate swap?
      1. Micro Hedge
      2. Macro Hedge
      3. Swap Hedge
      4. Cross Hedge

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