返回列表 发帖

Schweser Mock BOOK 1 Pg.177

#91, it says he should go long a Eurodollar future contract to hedge his position in a floating rate bond because if the rate does go down ,he can benefit from the futures contract, shouldnt it be go short a Eurodollar futures? Because I thought when you go long a futures, you gain when the rate increases, not when it decreases.

返回列表