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Two counterparties, Western Bank ("Western") and Eastern Brokerage ("Eastern") have the following derivative contracts outstanding at month end:
Contract 1: Eastern owes Western $15 million.The credit risk to Western with and without position netting, respectively, is (in $ millions): A. 0 and 44. B. 1 and 45. C. 1 and 44. D. 0 and 45. |