Question
As Treasury bond prices decrease, the value of a put option on Treasury bonds _______. Buying a put option on Treasury bonds can thus offer
As Treasury bond prices decrease, the value of a put option on Treasury bonds _______. Buying a put option on Treasury bonds can thus offer protection against _________ in interest rates.
A. Increases; increases
B. Deceases; increases
C. Decreases; decreases
D. None of the above
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Quantitative Corporate Finance
Authors: John B. Guerard Jr. Anureet Saxena, Mustafa Gultekin
2nd Edition
3030435466, 978-3030435462
