单选题
A forward rate agreement is equivalent to the following interest rate options:
A、
long a call and a put.
B、
long a call and short a put.
C、
short a call and long a put.
【正确答案】
B
【答案解析】
[解析] 远期利率协议(FRA)等价于持有买入利率期权的多头和卖出利率期权的空头。
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