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(4) [Continued from Problem 9] Consider the hedging of a $100m face value 10 year bond with 3% coupon rate (paid semiannually) and 2.8% yield.

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(4) [Continued from Problem 9] Consider the hedging of a $100m face value 10 year bond with 3% coupon rate (paid semiannually) and 2.8% yield. Calculate the face value of the 10-year swap for duration hedging

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