The relationship between the spot yield and the yield implied by the futures price is called
a. the yield beta
b. the price sensitivity
c. the tail
d. the hedge ratio
e. none of the above
Answer: A
The relationship between the spot yield and the yield implied by the futures price is called
a. the yield beta
b. the price sensitivity
c. the tail
d. the hedge ratio
e. none of the above
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