PRMIA Exam I: Finance Theory Financial Instruments Financial Markets - 2015 Edition 8006 Question # 76 Topic 8 Discussion

PRMIA Exam I: Finance Theory Financial Instruments Financial Markets - 2015 Edition 8006 Question # 76 Topic 8 Discussion

8006 Exam Topic 8 Question 76 Discussion:
Question #: 76
Topic #: 8

Which of the following statements is false:


A.

The value of an FRA at expiration is determined by the spot interest rate prevailing at expiration


B.

The value of an FRA (forward rate agreement) at inception is zero.


C.

An FRA can be valued at anytime in its lifetime using the spot interest rate for the period to which the FRA relates


D.

Notional principals are exchanged at the start and the end of an FRA to eliminate credit risk


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