question archive If after having executed the appropriate swap to achieve the Fund's target duration, 5y swaps rates rise
If after having executed the appropriate swap to achieve the Fund's target duration, 5y swaps rates rise
Subject:FinancePrice: Bought3
If after having executed the appropriate swap to achieve the Fund's target duration, 5y swaps rates rise. Marking to market the swap is likely to show
A. A valuation gain
B. A valuation loss
C. An unchanged valuation
