Question
A money market fund using Treasury futures to hedge a future T-bill purchase against changing short-term interest rates should: A. sell a Treasury call and
A money market fund using Treasury futures to hedge a future T-bill purchase against changing short-term interest rates should:
| A. | sell a Treasury call and buy a treasury put option. | |
| B. | take a short position in Treasury futures. | |
| C. | take a long position in Treasury futures. | |
| D. | none of the above. |
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Meetings Expositions Events And Conventions An Introduction To The Industry
Authors: George Fenich
5th Edition
0134735900, 9780134735900
