Question
6. If the portfolio you manage is holding $25 million of 6s of 2029 Treasury bonds with a price of 110, what forward contract would
6. If the portfolio you manage is holding $25 million of 6s of 2029 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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International Finance A Survey
Authors: H. Kent Baker, Leigh A. Riddick
1st Edition
0199754659, 978-0199754656
