Question
If a bank has a positive ISGAP, it could hedge its interest rate risk by A. buying a futures contract. B. selling a futures contract.
If a bank has a positive ISGAP, it could hedge its interest rate risk by
A. buying a futures contract.
B. selling a futures contract.
C. buying and selling a futures contract.
D. none of the above
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Financial Markets and Institutions
Authors: Jeff Madura
12th edition
9781337515535, 1337099740, 1337515531, 978-1337099745
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