Question 53 Not yet answered Today is June X015. XYZ Pty Ltd wishes to obtain a fixed-rate loan for one year, commencing in September X015. The loan will be based on face value AUD 10 million in discount securities being issued. The following information is available FRA Futures Options Marked out of 1.00 P Flag question 3M V 12M 7.22/12 Jun-15 92.00 One year cap at 7.03% 3M V15M 7.08/02 Sep-15 92.50 Premium $300,000 3M V 18M 6.92/82 Dec-15 92.75 Mar-16 93.50 Jun-16 93.75 Sep-16 94.50 Calculate the interest rate applicable (FRA, Futures, Options in this order) to each hedging alternative Select one: O a. 7.08%, 6,25%, 7.03% O b. 7.08%, 5.5%, 7.03% O c. 7.22%, 7.05%, 7.03% O d. 7.08%, 7.05%,7.03%