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The net effect in B = * (0/1 Point) Date Cash Mkt Futures Mkt Jan A bank anticipates to extend a 3-month The bank buys

The net effect in B = * (0/1 Point) Date Cash Mkt Futures Mkt Jan A bank anticipates to extend a 3-month The bank buys one March Eurodollar futures loan in Feb (current rate 5.87%) at 5.21% Feb The bank extends the 3-month loan at The bank sells one March futures at 4.62% 5.32% Net Fffect B

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