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the safest way to hedge the interest rate risk of an entire balance sheet of a typical commercial bank (with a positive duration gap) with

the safest way to hedge the interest rate risk of an entire balance sheet of a typical commercial bank (with a positive duration gap) with options is to

write an interest rate futures put option

all are correct

purchased an interest rate futures call option

purchased an interest rate futures put option

write an interest rate futures call option

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