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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Related Book For
Financial Markets And Institutions
ISBN: 9780078034664
5th Edition
Authors: Anthony Saunders, Marcia Cornett
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