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Assume you manage a portfolio of debt (liabilities). Which one of the following actions is most likely to have a similar impact on the duration
Assume you manage a portfolio of debt (liabilities). Which one of the following actions is most likely to have a similar impact on the duration of the portfolio, as buying futures? A. Issuing five year bonds and buying-back commercial paper. B. Paying fixed and receiving floating in an interest rate swap. Receiving fixed and paying floating in an interest rate swap. D. Issuing ten year bonds and buying-back commercial paper
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