Which of the following measures is used in the price sensitivity hedge ratio for bond futures?
a. beta
b. duration
c. correlation
d. variance
e. none of the above
Answer: B
Which of the following measures is used in the price sensitivity hedge ratio for bond futures?
a. beta
b. duration
c. correlation
d. variance
e. none of the above
If the answers is incorrect or not given, you can answer the above question in the comment box. If the answers is incorrect or not given, you can answer the above question in the comment box.