Which of the following transactions would have the effect of lengthening the average duration of assets in the banking b

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answerhappygod
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Which of the following transactions would have the effect of lengthening the average duration of assets in the banking b

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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
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