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what the premium? interest rates rise is t 10 percent, if a. are rates savings after are the to 3 interest What the net interest

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what the premium? interest rates rise is t 10 percent, if a. are rates savings after are the to 3 interest What the net interest rates fall if b also pu net savings if net savings of to 11 percent What are the what are the for its purchase the to c 11 percent? What if they fall to collars for d. rates rise to should the FI sell floors, and amount of floors caps, caps, above involved in buying 38. What credit risk exposure is hedging purposes? Web Question Find the most recent website at www.wsj com. following steps. 39. Go to The Wall contracts using the quote for options on US. "INTEREST RATE then under the section to get Click on options." Click What is the click on Futures Treasury futures contracts, closing quotes for options on puts these options? reported level of trading for calls and Integrated Mini Case OPTIONS HEDGING INTEREST RATE RISK WITH FUTURES VERSUS On January 4, 2015, an FI has the following balance sheet (rates 10 percent Liabilities/Equity Assets 170 m DL 4 years 200 m DA 6 years 30 m DGAP 6 (170/2004] 2.6 years 0

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