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Identify from the list below anything that relate to basis risk (pertaining to any derivatives product). This is a form or NOT a form of
Identify from the list below anything that relate to basis risk (pertaining to any derivatives product). This is a form or NOT a form of basis risk.
- Timing of delivery
- Cost of equity capital
- Quality/type of delivered underlying
- Correlation of the underlying with the actual exposure
- Whether the base interest rate is going up or down .
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Financial Performance
Authors: Marc Bertoneche, Rory Knight
1st Edition
0750640111, 978-0750640114
