A swap dealer is a net floating-rate payer and net fixed-rate receiver. The dealer can...

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Finance

A swap dealer is a net floating-rate payer and net fixed-rate receiver. The dealer can hedge this position by:

Select one:

a.

unwinding some positions where the dealer is fixed-rate payer.

b.

unwinding some positions where the dealer is floating-rate receiver.

c.

finding another counterparty that wishes to receive floating-rate and pay fixed-rate.

d.

taking a short position in a strip of interest rate futures.

e.

taking a long position in a strip of interest rate futures.

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