Options
- A
Buy the contract expiring in three months on an asset sensitive to 1-month interest rate
- B
Buy the contract expiring in one month on an asset sensitive to 3-month interest rate
-
Sell the contract expiring in one month on an asset sensitive to 3-month interest rates (Correct)
Correct answer
- D
Sell the contract expiring in three months on an asset sensitive to 1-month interest rates
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