Solve the given problemsuppose you want to hedge a 360, Ask an Expert

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Solve the given problem

Suppose you want to hedge a $360 million bond portfolio with a duration of 8.3 years using 10-year Treasury note futures with a duration of 6.2 years, a futures price of 103, and 86 days to expiration.

The multiplier on Treasury note futures is $100,000. How many contracts do you buy or sell?

The response must be typed, single spaced, must be in times new roman font (size 12) and must follow the APA format.

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Financial Management, Finance

Category:- Financial Management
Reference No.:- M92857704

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