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For a given notional amount, which of the following carries the greatest counterparty exposure (assuming the same counterparty credit rating for each):

A.

A futures contract on an equity index

B.

A one year certificate of deposit

C.

A one year forward foreign exchange contract

D.

A one year interest rate swap

Which of the following best describes Altman's Z-score

A.

A calculation of defaultprobabilities

B.

A regression of probability of survival against a given set of factors

C.

A numerical computation based upon accounting ratios

D.

A standardized z based upon the normal distribution