[单选题]

A forward rate agreement (FRA) that expires in 180 days and is based on 90-day LIBOR is quoted at 2.2%. At expiration of the FRA,90-day LIBOR is 2.8%. For a notional principal of $1,000,000, thepayoff of this FRA is closest to:

A.$1,469.31.

B.$1,500.00.

C.$1,489.57.

参考答案与解析:

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