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20. ACME Bank has a portfolio of $3 billion in loans to retail mall operators that are suffering from retail bankruptcies and store closures. Which

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20. ACME Bank has a portfolio of $3 billion in loans to retail mall operators that are suffering from retail bankruptcies and store closures. Which of the following derivatives would best protect the bank from a loss on the potential default of these loans? A. Interest rate swap. B. Credit default swap. C. Interest rate put option. D. Buying futures on treasury bonds

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