PRMIA Exam I: Finance Theory Financial Instruments Financial Markets - 2015 Edition 8006 Question # 42 Topic 5 Discussion

PRMIA Exam I: Finance Theory Financial Instruments Financial Markets - 2015 Edition 8006 Question # 42 Topic 5 Discussion

8006 Exam Topic 5 Question 42 Discussion:
Question #: 42
Topic #: 5

A large utility wishes to issue a fixed rate bond to finance its plant and equipment purchases. However, it finds it difficult to find investors to do so. But there is investor interest in a floating rate note of the same maturity. Because its revenues and net income tend to vary only predictably year to year, the utility desires a fixed rate liability. Which of the following will allow the utility to achieve its objectives?


A.

Issue a floating rate note and hedge the risk of movements in interest rates by entering into an interest rate swap to pay fixed and receive floating


B.

Buy a floating rate note and hedge the risk of movements in interest rates by entering into an interest rate swap to pay fixed and receive floating


C.

Issue a floating rate note and immediately buy a similar floating rate note, together with a long position in interest rate futures


D.

Issue a floating rate note and hedge the risk of movements in interest rates by entering into an interest rate swap to pay floating and receive fixed


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