6. X pic has a 6 month 8.25m 6% loan due for rollover in 4 months' time. The Treasurer is concerned that interest rates will rise before that date. Current Futures price is 93 and the underlying bond is 500k. In 4 months' time the interest rate is 8.5% and the futures rate is 91.00. How could the Hedge have been performed? And what would its outcome be? 6. X pic has a 6 month 8.25m 6% loan due for rollover in 4 months' time. The Treasurer is concerned that interest rates will rise before that date. Current Futures price is 93 and the underlying bond is 500k. In 4 months' time the interest rate is 8.5% and the futures rate is 91.00. How could the Hedge have been performed? And what would its outcome be