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This firm wants to hedge against a rise in interest rates. They will need to borrow for 90 days, 60 days from now. Which FRA
This firm wants to hedge against a rise in interest rates. They will need to borrow for 90 days, 60 days from now. Which FRA would best hedge this risk?
A. | 2 x 5 | |
B. | 2 x 3 | |
C. | 6 x 9 |
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