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

Financial Risk Manager Part 1

Get started today

Ultimate access to all questions.


Comments

Loading comments...

A hedge fund manager who holds a portfolio of interest rate-sensitive positions has just received an economist's report forecasting a significant shift in interest rates. Accordingly, the manager wants to change the fund's interest rate exposure by investing in fixed-income securities with negative duration. Which of the following positions should the fund manager take?

Exam-Like
Community
LLeetQuiz



Powered ByGPT-5