Which of the following hedges should qualify for the


Which of the following hedges should qualify for the short-cut method?

a) Hedging a corporate floating rate note with a standard receive-floating pay fixed swap with the same maturity and notional amount

b) Hedging a 3-month Libor deposit with ED futures

c) Hedging a floating rate note with a credit default swap

d) None of the above.

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Financial Management: Which of the following hedges should qualify for the
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