4. Hedging with Futures (LO4, CFA2) A mutual fund that predominantly holds long-term Treasury bonds plans to
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4. Hedging with Futures (LO4, CFA2) A mutual fund that predominantly holds long-term Treasury bonds plans to liquidate the portfolio in three months. However, the fund manager is concerned that interest rates may rise from current levels and wants to hedge the price risk of the portfolio. Should she buy or sell Treasury bond futures contracts?
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Related Book For 
Fundamentals Of Investments Valuation And Management
ISBN: 9781260013979
9th Edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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