The realized return to a bank from a combined cash and futures market trading
operation is composed of which of the following elements?
A. Returns earned in the cash market
B. Profit or loss from futures trading
C. Difference between the opening and closing basis between cash and futures markets
D. All of the options are correct
E. Profit or loss from futures trading and the difference between the opening and
closing basis between cash and futures markets
Answer:
A put option on Eurodollar deposit futures is most likely to be used by a bank to:
A. reduce its interest sensitive liabilities.
B. protect variable-rate loans and securities.
C. offset a positive interest-sensitive gap.
D. offset a negative interest-sensitive gap.
E. None of the options are correct.
Answer: