PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition 8008 Question # 95 Topic 10 Discussion

PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition 8008 Question # 95 Topic 10 Discussion

8008 Exam Topic 10 Question 95 Discussion:
Question #: 95
Topic #: 10

For the purposes of calculating VaR, an FRA can be modeled as a combination of:


A.

a zero coupon bond and an interest rate swap


B.

a fixed rate bond and a zero coupon bond


C.

two zero coupon bonds


D.

a zero coupon bond and a floating rate note


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