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A US Commercial Bank Must Pay 20 Million Canadian Dollars (C$)

Question 47

Multiple Choice

A U.S. commercial bank must pay 20 million Canadian dollars (C$) in 90 days. It wishes to hedge the risk in the futures market. To do so the bank should


A) sell $20 million in Canadian dollar futures with two months maturity.
B) buy $20 million in Canadian dollar futures.
C) buy C$20 million in Canadian dollar futures.
D) sell C$20 million in Canadian dollar futures.

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