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dbomb1 dbomb1
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Assume a portfolio manager created a short interest rate hedge for his/her portfolio. Given this hedge, the manager is

▸ essentially eliminating both the downside risk and the upside potential.

▸ eliminating the downside risk without hampering the upside potential.

▸ partially diminishing the downside risk without impairing the upside potential.

▸ eliminating the downside risk and increasing the upside potential.
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Fundamentals of Investing

Fundamentals of Investing


Edition: 14th
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clarkh7839clarkh7839
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