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- 2011-7-11
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Interest rate caps/floors2
Another curveball that threw me off.
Bower shorts the floating rate bond given in Table 2. Which of the following will best reduce Bower's interest rate risk?
A) Buying an interest rate floor.
B) Shorting an interest rate floor.
C) Shorting Eurodollar futures. |
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发表于 2011-7-11 19:28
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