问题
单项选择题
An analyst does research about a forward rate agreement (FRA). An investor who takes a long poison in a forward rate agreement (FRA) on a 60-day Euribor that expires in 90 days is most likely to:（）
A. monitor the underlying rates complied in Frankfurt.
B. be impacted by underlying rates in effect two months from now.
C. benefit if the underlying rates decrease.
答案
参考答案：A
解析：
远期利率协议(FRA)是90天后到期，它针对60天期的Euribor。当该利率下降时，FRA的多头会有损失，同时投资的盈利受到90天后的60天期的Euribor的影响，而Euribor是在法兰克福制定的。