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| With respect to using Eurodollar futures, instead of T-bill futures, to hedge short-term loans from U.S. banks, Champion is: A. justified because the Eurodollar futures market is very liquid, and LIBOR is less correlated with short-term loan rates than is the T-bill rate. B. not justified because the Eurodollar futures market is not very liquid, and LIBOR is more correlated with short-term loan rates that T-bills. C. justified because the Eurodollar futures market is very liquid, and LIBOR is more correlated with short-term loan rates than is the T-bill rate. |