a bank will finance a 1-year loan with a series of four 3-month eurodollar issues.the bank will hedge their financing risk in the eurodollar futures market.this hedge suffers from which of the following problems?
1. liquidity mismatch  because the one-year loan is illiquid and the futures contract is very liquid
2. credit risk mismatch because the loan bears credit risk while the futures are backed by the exchange and bear no credit risk
3. interruption in the convergence of the spot and futures as the eurodollar market is actively traded and often deviates from
converging rates.
4. changes in the cost of carry as the futures rate may rise or fall

答案是none of the above