You hold a bond portfolio worth 10 million and a modified, Ask an Expert

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You hold a bond portfolio worth $10 million and a modified duration of 8.5. What futures transaction would you do to raise the duration to 10 if the futures price is $93,000 and its implied modified duration is 9.25? Round up to the nearest whole contract. show your work

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Financial Management, Finance

Category:- Financial Management
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