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dbomb1 dbomb1
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2 years ago
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.
Textbook 
Fundamentals of Investing

Fundamentals of Investing


Edition: 14th
Authors:
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clarkh7839clarkh7839
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2 years ago
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dbomb1 Author
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2 years ago
this is exactly what I needed
lipop
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Yesterday
Helped a lot
klyn
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2 hours ago
Thank you, thank you, thank you!
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