Financial Risk Manager Part 2

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Q-78. The cross-currency swap basis is the:

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A

Interest rate differential in a cross-currency swap.

B

Price to the long position in a cross-currency swap.

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C

Difference between the forward and spot exchange rates in a cross-currency swap.

D

Amount by which the interest rate of one currency must be adjusted in a cross-currency swap so that covered interest parity (CIP) holds.

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