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FRM一级
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这道题不是需要对冲利率上升的风险吗,为啥是做short? A German housing corporation needs to hedge against rising interest fatès. It has chosen to use futures on 10-year German government bonds. Which position in the futures should the corporation take, and why? Take a long position in the futures because rising interest rates lead to rising futures prices. Take a short position in the futures because rising interest rates lead to rising futures prices. Take a short position in the futures because rising interest rates lead to declining futures prices. Take a long position in the futures because rising interest rates lead to declining futures prices.
已回答A German housing corporation needs to hedge against rising interest fatès. It has chosen to use futures on 10-year German government bonds. Which position in the futures should the corporation take, and why? Take a long position in the futures because rising interest rates lead to rising futures prices. Take a short position in the futures because rising interest rates lead to rising futures prices. Take a short position in the futures because rising interest rates lead to declining futures prices. Take a long position in the futures because rising interest rates lead to declining futures prices.
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