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Determine the optimal hedge ratio for Treasury bonds worth $4,000,000 with a modified duration of 12.45 years yielding 11.9 percent if the futures has a price of $90,000, and a modified duration of 8.5 years?
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For each of the following situations, determine whether a long or short hedge is appropriate. Justify your answers. a. A firm anticipates issuing stock in three months. b. An investor plans to buy a bond in 30 days. c. A ...
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