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Assume you are a liability manager, Which one of the following actions is most likely to have a similar impact on the duration of the
Assume you are a liability manager, Which one of the following actions is most likely to have a similar impact on the duration of the portfolio, as selling nine year bond futures?
a. Paying fixed and receiving floating in an interest rate swap.
b.Receiving fixed and paying floating in an interest rate swap.
c. Issuing commercial paper and buying back ten-year bonds.
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