Log in Sign up. How can we help? What is your email? Upgrade to remove ads. C previously issued securities. A reduces interest-rate risk.

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A taking a long position. B taking a short position. B buy securities in the future. A sell securities in the future.

C it may be difficult to make the transaction. D are more flexible. A interest-rate forward; sell. A of default risk.

A Chicago Board of Trade. C has no change in its income. C price of the underlying asset.

If interest rates rise. B the decrease in the value of the securities equals the increase in the value of the futures contracts. If interest rates fall.

A the increase in the value of the securities equals the decrease in the value of the futures contracts. D a standardized contract. A option to buy or sell an underlying asset.

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B obligation to buy or sell the underlying asset. D an American option. C an European option. C right to buy the underlying security.

What is the difference between options and futures?

B obligation to sell the underlying security. A right to sell the underlying security. D obligation to buy the underlying security. C call; not be.

D put; not be. A controlled while preserving the possibility of gains. A exercise price falls. B volatility of the underlying asset increases. B a currency swap.

A an interest rate swap. C using a foreign exchange swap. A the plain vanilla swap. B receive fixed rate while paying floating rate. A it reduces interest rate risk by swapping rate-sensitive income for fixed rate income. A pay fixed rate while receiving floating rate. B are less costly than rearranging balance sheets. B can be written for long horizons. This type of transaction is called a. D credit default swap. This security is called a.