30

PT Bank in the United States ( Upays afloating rate of interest in deposits and mainterest on loans. As the economy recovers, economists at PT Bank have a view that the odobral bank wir bilinin the benchmark interest rate on which wie volwon the term structure of Interest rates (osting rates. Timothy, the star antalyst on the derivatives de nos cogested two options for the bank to take advance of the union entral bankacioni Enter a fixed pay swap with a counterparty where PT Bank pays a fixed rate and receives a floating rate from the counterparty IL Enter to sell Us Treasury futures whose prices are inversely related to movement benchmark Interest rates Which option could PT Bank adopt in order to benefit from the expected to in benchmar interest rates Olly O Netherland oland If only