Which of the following transactions would have the effect of lengthening the average duration of assets in the banking b
Posted: Wed Mar 16, 2022 9:46 am
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
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