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Which of the following strategies replicates a long position in an FRA? long a receiver swaption short a long-term Treasury bond futures and short a

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

long a receiver swaption

short a long-term Treasury bond futures and short a short-term Treasury bond futures

long a Eurodollar option on a futures

long a Eurodollar futures and short a Eurodollar option

long a long term Eurodollar time deposit and short a short-term Eurodollar time deposit

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