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A Banker Who Is Paying a Fixed 6% Rate on CDs

Question 70

Multiple Choice

A banker who is paying a fixed 6% rate on CDs for the next two years, and is afraid interest rates may go down on new loans, may hedge this exposure with interest rate swaps by:


A) swapping a fixed rate for a variable rate.
B) swapping a variable rate for a fixed rate.
C) swapping short-term exposure for long-term exposure.
D) swapping long-term exposure for short-term exposure.

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