Multiple Choice
What is a macrohedge?
A) It is a hedge of the bank's aggregate portfolio.
B) It is a hedge using just one type of futures contract.
C) It is the hedge of a specific asset or liability for which the bank is exposed to interest rate risk.
D) It is a hedge using two or more types of futures contracts.
E) It is a has that has a duration of less than one month.
Correct Answer:
Verified
Correct Answer:
Verified
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