26. If Lopez decides to use a swaption with STI to hedge the interest rate risk relating...

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26. If Lopez decides to use a swaption with STI to hedge the interest rate risk relating to the expansion loan, then Lopez should:

A. sell a payer swaption.

B. buy a payer swaption.

C. buy a receiver swaption

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Derivatives

ISBN: 9781119850571

1st Edition

Authors: CFA Institute

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