Fixed Income Arbitrage in a Financial Crisis (B): US Treasuries in December 2008 Case Solution & Answer

This Case is about  FINANCIAL MARKETS, RECESSION, RISK MANAGEMENT

PUBLICATION DATE: January 18, 2011 PRODUCT #: 211050-PDF-ENG

The B case briefly recounts the actions that investment manager James Franey takes in the situation of two U.S. Treasury bonds with identical maturity dates but broadly different returns.

He should determine what to do.

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