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When Constructing a Gap Report, How Would a EUR 25,000,000

Question 290

Multiple Choice

When constructing a gap report, how would a EUR 25,000,000.00 long position in 6x12 FRA be categorized?


A) as a EUR 25,000,000.00 6-month liability and a EUR 25,000,000.00 12-month asset
B) as a EUR 25,000,000.00 12-month liability and a EUR 25,000,000.00 6-month asset
C) as a EUR 12,500,000.00 6-month liability and a EUR 12,500,000.00 12-month asset
D) as a EUR 12,500,000.00 6-month asset and a EUR 12,500,000.00 12-month liability

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