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Business, 04.04.2020 02:03 devinm9099

Assume that a bank obtains most of its funds from large CDs with a one-year maturity. Its assets are in the form of loans with rates that adjust every six months. The bank would be affected if interest rates increase. To partially hedge its position, it could futures contracts.

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Assume that a bank obtains most of its funds from large CDs with a one-year maturity. Its assets are...
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