Business, 28.04.2021 22:00 abby2236

Suppose a bank has an asset duration of 4.4 years and a liability duration of 3.2 years. This bank has $900 million in assets and $600 million in liabilities. They are planning on trading in a Treasury bond future which has a duration of 6 years and which is selling right now for $98,500 for a $100,000 contract. How many futures contracts does this bank need to fully hedge itself against interest rate risk

Answers: 3

Show answers

Other questions on the subject: Business

Business, 21.06.2019 19:20, sam10146

Chester has a credit score of 595 according to the following table his credit rating is considered to be which of these

Answers: 1

continue

Business, 22.06.2019 03:00, itscheesycheedar

Compare the sources of consumer credit 1. consumers use a prearranged loan using special checks 2. consumers use cards with no interest and non -revolving balances 3. consumers pay off debt and credit is automatically renewed 4. consumers take out a loan with a repayment date and have a specific purpose a. travel and entertainment credit b. revolving check credit c. closed-end credit d. revolving credit

Answers: 1

continue

Business, 22.06.2019 13:50, 2023apd

Diamond motor car company produces some of the most luxurious and expensive cars in the world. typically, only a single dealership is authorized to sell its cars in certain major cities. in less populous areas, diamond authorizes a single dealer for an entire state or region. the manufacturer of diamond automobiles is using a(n) distribution strategy for its product.

Answers: 2

continue

Business, 22.06.2019 21:00, graysonisok

Noah met an old friend at a coffee shop. he jotted down the friend's new phone number, but later that afternoon he could not find it or remember what he had done with it. a couple of days later, noah went back to the coffee shop, and while waiting in line, he suddenly remembered where he had put the phone number. this is an example of:

Answers: 1

continue

You know the right answer?

Suppose a bank has an asset duration of 4.4 years and a liability duration of 3.2 years. This bank h...