In Example 223, how many futures contracts should have been sold using the 20-year bond futures contracts
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In Example 22–3, how many futures contracts should have been sold using the 20-year bond futures contracts if the basis risk measure br .8? LO.1
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Rishabh Ojha
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Related Book For 
Financial Institutions Management A Risk Management Approach
ISBN: 9780073530758
7th Edition
Authors: Anthony Saunders, Marcia Cornett
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