Question: Suppose FIN333 Bank has a positive leverage adjusted duration gap, it can exposure.. to hedge interest rate risk buy call options on bonds sell interest

Suppose FIN333 Bank has a positive leverage adjusted duration gap, it

Suppose FIN333 Bank has a positive leverage adjusted duration gap, it can exposure.. to hedge interest rate risk buy call options on bonds sell interest rate swap buy bond futures o buy interest rate swap sell put options on bonds

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