CFA Practice Question

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CFA Practice Question

In 2005, the Italian government issued 15-year floaters with a coupon rate equivalent to 85% of the 10-year constant maturity swap rate. What type of structured financial instrument is it?

A. Yield enhancement instrument
B. Participation instrument
C. Leveraged instrument
Correct Answer: B

This floater gave investors the opportunity to "tie" their returns to the movement of the 10-year constant maturity swap rate.

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