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Which type of institutional investor might choose to hedge an exposure in oil with an opposite position in US dollars?

a) An equity investor
b) A global fixed income investor
c) A commodity investor

User Flores
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2 Answers

6 votes

Final answer:

A commodity investor might hedge an exposure in oil with a position in US dollars to mitigate the risk of fluctuating oil prices. They use this strategy to offset the inverse relationship between oil prices and the value of the dollar, stabilizing potential returns.

Step-by-step explanation:

The institutional investor that might choose to hedge an exposure in oil with an opposite position in US dollars is likely to be a commodity investor. Hedging is a risk management strategy employed to offset losses in investments by taking an opposite position in a related asset. In the context of commodity investing, when an investor has a long position in oil, they are exposed to the risk of oil prices falling. To mitigate this risk, they might take a short position in the US dollar, especially if they expect the relationship between the dollar and oil prices to be inversely correlated - meaning if oil prices go down, the value of the US dollar might go up, and vice versa.

International financial investors will increase the demand for US dollars when they decide to purchase US government bonds, leading to an appreciation of the US dollar exchange rate. As such, a weakening dollar would increase the cost of foreign investment, as more dollars are needed to purchase the same amount of foreign assets. Conversely, a stronger dollar would make US investments in oil, which is typically transacted in dollars, more expensive for foreign investors, thus impacting the oil prices.

Therefore, a commodity investor, who seeks to minimize the impact of fluctuating oil prices on their portfolio, is more likely than an equity investor or a global fixed income investor to hedge with US dollars, looking to reduce volatility from market movements affecting oil prices.

User RajG
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2 votes

Final answer:

A commodity investor (option c) may hedge an exposure in oil with a position in US dollars to protect against currency fluctuations that affect commodity prices. Changes in demand and supply of USD lead to exchange rate appreciations, which can impact investors with commodity exposure.

Step-by-step explanation:

The type of institutional investor that might choose to hedge an exposure in oil with an opposite position in US dollars is c) A commodity investor. This investor is impacted by changes in the price of commodities, including oil, and may use currency positions to hedge against price movements. If international financial investors demand more U.S. dollars for investment (e.g., government bonds), there will be a shift in the demand and supply dynamics on the foreign exchange market resulting in an appreciation of the exchange rate.

For instance, as demand for U.S. dollars on the foreign exchange market increases from Do to D₁ and the supply decreases from So to S₁, the exchange rate may appreciate, say from 1 euro per dollar to 1.05 euros per dollar, affecting the commodity investor's position. The commodity investor who has exposures in oil, which is often priced in dollars, might be concerned about the impact of fluctuations in the USD exchange rate on the value of their holdings.

User Mishax
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