An investor is long in a 3×9 forward rate
问题:
An investor is long in a 3×9 forward rate agreement based on LIBOR. The investor will gain if expected:()
A. 180 -day LIBOR 90 days from flow increases.
B. 180 -day LIBOR 90 days from now decreases.
C. 90 -day LIBOR 180 days from now increases.