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A "Three Against Nine" Forward Rate Agreement

Question 86

Multiple Choice

A "three against nine" forward rate agreement


A) could call for a buyer to sell a six-month Eurobond in three months at prices agreed upon today.
B) could call for a buyer to pay the seller the increased interest cost on a notational amount if six-month interest rates fall below an agreed rate beginning three months from now and ending nine months from now.
C) is a forward contract on a three-month Eurobond with a nine-month maturity.
D) is a forward contract on a nine-month Eurobond with a three-month maturity.

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