The work has not been graded but I like the output that was submitted to me. Is it possible for the same prof to do the next assignment I will be submitting? If possible, I will greatly appreciate it.
Question:The following list represents some positions that may be taken in derivative instruments to enable hedging against adverse interest rate fluctuations.
Long put option (cap)
Strip of long put options
Long BAB futures
Short BAB futures
Long TYB futures
Short TYB futures
3 x 6 FRA
6 x 12 FRA
Interest rate swap
No hedge transaction
In the four scenarios below, which of the alternatives listed above would be the most appropriate for achieving the stated objective? Provide a brief explanation for each answer, stating any assumptions you make.
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