The bank investment portfolio owns a bond

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The bank investment portfolio owns a bond with a 15 year maturity, coupon of 5% semiannually, paid a price of $1,075 for the bond.

What type of strategy would you use to manage the risk in the above problem?

A. Cds swaps

B. Short bond futures

C. Long bond futures

D. Lengthen asset durations

Reference no: EM131358551

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