Question
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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The Socionomic Theory Of Finance
Authors: Robert R. Prechter
1st Edition
0977611256, 978-0977611256
