How would your answer for part (b) in Problem 5 change if the relationship of the price

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How would your answer for part

(b) in Problem 5 change if the relationship of the price sensitivity of futures contracts to the price sensitivity of underlying bonds were br = 0.92? (LG 23-2)

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Financial Markets And Institutions

ISBN: 9780078034664

5th Edition

Authors: Anthony Saunders, Marcia Cornett

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