Questions a) Deakin Hedge Fund has a substantial position in Tenca shares. The share price has been volatile over the past 6 months, and a group of equity analysts working in the fund believe that the price may drop substantially over the next 4 months before recovering. Suggest two risk minimization strategies that Deakin Hedge Fund can be adopted. In your answer explain the derivative product that would be used, the position taken, and the cash flows at maturity. b) A company requires funding for a new factory. The company only has access to a debt facility that offers floating rate loans. However, given that the company is concerned about interest rates potentially rising in the future, it prefers a fixed rate loan. Provide advice to the company on its options