Which of the following positions has a negative vega?
A) Receive fixed and pay floating LIBOR-based interest rate swap contract
B) Short cattle futures contract
C) Receive floating,pay fixed LIBOR-based forward rate agreement
D) Long Apple,Inc.put option
E) Short S&P 500 index call option
Correct Answer:
Verified
Q17: A total return swap is best described
Q18: Which of the following are not methods
Q19: What is the reason for undertaking a
Q20: Netting permits a firm to?
A)subtract losses from
Q21: Which of the following instruments could be
Q23: In option terms,the limited liability of corporate
Q24: Current credit risk is encountered is by
Q25: Netting allows a significant reduction in credit
Q26: One good reason for practicing risk management
Q27: The equity of a company with leverage
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