Question: A bank with a NEGATIVE duration gap can hedge its interest rate risk by buying (as opposed to selling) Treasury bond futures. (Note: You are

"A bank with a NEGATIVE duration gap can hedge its interest rate risk by buying (as opposed to selling) Treasury bond futures." (Note: You are only considering whether the bank should buy or sell T-bond futures; you are not considering other ways to hedge interest rate risk.) (Maximum 3 sentences, maximum 100 words.)

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