2. If the portfolio you manage is holding million of 6s of 2037 Treasury bonds with a...
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2. If the portfolio you manage is holding million of 6s of 2037 Treasury bonds with a price of 110, what forward contract would you enter into to hedge the interest-rate risk on these bonds over the coming year?
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Financial Markets And Institutions
ISBN: 9780134519265
9th Edition
Authors: Frederic S. Mishkin, Stanley G. Eakins
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