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A US Treasury Bond Dealer with a Large Portfolio Who Sells

Question 2

Multiple Choice

A U.S. Treasury bond dealer with a large portfolio who sells a futures contract for U.S. Treasury bonds is:


A) taking on additional risk in hopes of getting a larger return.
B) ensuring the sales price of the bond through hedging.
C) not likely to find a buyer for this transaction.
D) should see the value of the futures contract increase as bond prices rise.

Correct Answer:

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