Assume that an upward-sloping yield curve with a steep


Hedging Decision :

Blue Devil Savings and Loan Association has a large number of 10-year fixed-rate mortgages and obtains most of its funds from shortterm deposits. It uses the yield curve to assess the market's anticipation of future interest rates. It believes that expectations of future interest rates are the major force affecting the yield curve.

Assume that an upward-sloping yield curve with a steep slope exists. Based on this information, should Blue Devil consider using financial futures as a hedging technique? Explain.

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Finance Basics: Assume that an upward-sloping yield curve with a steep
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