17. Your firm is holding a short position in an Argentinean bond with a notional value of ARS 5,000,000 and a coupon yield of 5.5%. Your model predicts the bond's yield will decrease over the coming year. You are asked to hedge the position. Your recommendation is to:
A Buy a credit default swap
b Sell a credit-spread put option
c Short a credit-spread forward
好像大家对这个option的理解不太一样啊
In a credit spread option contract,the buyer pays a premium in exchange for the right to "put" any increase in the spread to option seller at a predefined maturity
sell a creadit spread option 应该也是在spread变小的时候获利吧
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