问题
单项选择题
A short position in a forward rate agreement is equivalent to:()
A. writing an interest rate put and buying an interest rate call.
B. buying an interest rate put and an interest rate call.
C. writing an interest rate call and buying an interest rate put.
答案
参考答案：C
解析：
A short position in a forward rate agreement is an obligation to make a hypothetical loan at the contract rate and will be profitable when the forward rate falls. An equivalent position using interest rate options is to buy a put and write a call.