Multiple Choice
Which of the following transactions would have the effect of lengthening the average duration of assets in the banking book?
A) buying futures contracts on 30-year German Government bonds
B) selling futures contracts on 30-year German Government bonds
C) buying put options on 30-year German Government bonds
D) buying a 3x6 forward rate agreement
Correct Answer:
Verified
Correct Answer:
Verified
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