An FI has a $100 million portfolio of six-year Eurodollar bondsthat have an 8 percent coupon. The

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An FI has a $100 million portfolio of six-year Eurodollar bondsthat have an 8 percent coupon. The bonds are trading at par andhave a duration of five years. The FI wishes to hedge the portfoliowith 1 answer

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An FI has a $100 million portfolio of six-year Eurodollar bondsthat have an 8 percent coupon. The

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