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One Explanation for the Rapid Growth of the Swap Market

Question 19

Multiple Choice

One explanation for the rapid growth of the swap market is the opportunity for credit arbitrage, which arises because of:


A) An inverted yield curve.
B) Differences between the quality spread for fixed-rate and floating-rate loans.
C) Market anomalies.
D) Yield differences between different maturity bonds.
E) None of the above.

Correct Answer:

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