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    Financial Institutions Management
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    Exam 23: Futures and Forwards
  5. Question
    An Adjustment for Basis Risk with a Value of "Br
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An Adjustment for Basis Risk with a Value of "Br

Question 125

Question 125

True/False

An adjustment for basis risk with a value of "br" less than one means that the percent change in the spot rates is greater than the change in rate in the deliverable bond in the futures market.

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