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Unlike U.S. T-bills and their futures contracts, no riskless arbitrage relation exists between LIBOR and the Eurodollar futures contract: A. therefore investors must utilize synthetic instruments to hedge their exposure to LIBOR. B. but Eurodollar futures contracts are still a useful, widely used hedging vehicle for exposure to LIBOR. C. resulting in most investors hedging their LIBOR exposure with 90-day T-bill contracts. |