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How many 181-day Eurodollar futures contracts should a bank purchase to hedge the roll-over of a 2-year, $10 million loan if loan rates and Eurodollar
- How many 181-day Eurodollar futures contracts should a bank purchase to hedge the roll-over of a 2-year, $10 million loan if loan rates and Eurodollar rates have the same volatility?
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Financial Markets and Institutions
Authors: Anthony Saunders, Marcia Cornett
6th edition
9780077641849, 77861663, 77641841, 978-0077861667
