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A portfolio manager has $400 million invested in bond portfolio.The bond portfolio will have duration of 6.0 years in six months.The manager plans to use
A portfolio manager has $400 million invested in bond portfolio.The bond portfolio will have duration of 6.0 years in six months.The manager plans to use the Treasury bond futures contracts tohedge 2 answers
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Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
