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Hedging rho risk
Hi everybody! Running a book i found myself being rather long in puts and short in calls and thus with big negative Rho.What ways are there to hedge my risk as i'm afraid that interest rate can go higher from nowdays lows?One way i think of is going long on some kid of interets rate insrtument. Any other ideas?If this was already discussed links are welcome. I was unable to find the threads myself...Best regards. Andrew.