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Interest rate risk option furure

Forums › Ask ACCA Tutor Forums › Ask the Tutor ACCA AFM Exams › Interest rate risk option furure

  • This topic has 1 reply, 2 voices, and was last updated 10 years ago by John Moffat.
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  • October 26, 2014 at 3:53 pm #206097
    zeeshan zafar
    Member
    • Topics: 6
    • Replies: 4
    • ☆

    i want to know that why 6% LIBOR is consider in June 2008 Question 5
    in which three exercise prices is given and solution is provide in regard of 6% rate why not other rates are considered.
    what is the difference between open and settlement rate and why should settlement rate is used?
    I want to now about detail ed answer of it.
    Thank you very much for your favor.

    October 27, 2014 at 5:04 pm #206243
    John Moffat
    Keymaster
    • Topics: 57
    • Replies: 54684
    • ☆☆☆☆☆

    Please can you check the exam – June 2008 question 5 is not about interest rate options.

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