LeetQuiz Logo
Privacy Policy•contact@leetquiz.com
© 2025 LeetQuiz All rights reserved.
Financial Risk Manager Part 1

Financial Risk Manager Part 1

Get started today

Ultimate access to all questions.


A hedge fund manager managing a portfolio that is highly sensitive to interest rate fluctuations has received an economist's report predicting a substantial shift in interest rates. To mitigate the risk posed by these anticipated changes, the manager aims to adjust the portfolio's exposure to interest rates by incorporating fixed-income securities with a negative duration. Which investment position should the manager take to achieve this adjustment?

Exam-Like



Powered ByGPT-5