1. If interest rate changes in the spot market exactly match those in the futures market, what...
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1. If interest rate changes in the spot market exactly match those in the futures market, what type of futures position should the mutual fund create?
How many contracts should be used?
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Financial Institutions Management A Risk Management Approach
ISBN: 9780077211332
6th Edition
Authors: Anthony Saunders, Marcia Cornett
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