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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
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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Fundamentals of Corporate Finance
Authors: Stephen A. Ross, Randolph W. Westerfield, Bradford D.Jordan
8th Edition
978-0073530628, 978-0077861629
