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Basic Question 0 of 6
In the commodity swap market, a dealer may hedge its price risk exposure by ______.
II. entering a swap with another party
III. purchasing a commodity contract
I. hedging in the futures market
II. entering a swap with another party
III. purchasing a commodity contract
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I passed! I did not get a chance to tell you before the exam - but your site was excellent. I will definitely take it next year for Level II.
Tamara Schultz
Learning Outcome Statements
describe sensitivity risk measures and scenario risk measures and compare these measures to VaR;
demonstrate how equity, fixed-income, and options exposure measures may be used in measuring and managing market risk and volatility risk;
describe the use of sensitivity risk measures and scenario risk measures;
describe advantages and limitations of sensitivity risk measures and scenario risk measures;
CFA® 2025 Level II Curriculum, Volume 5, Module 41.