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Aportfolio manager would like to increase the modified duration of their $100 million portfolio from 10% to 12% using 10-Year Treasury Note futures that have

Aportfolio manager would like to increase the modified duration of their $100 million portfolio from 10% to 12% using 10-Year Treasury Note futures that have a BPV of $100/contract.How many of these futures contracts do they need to buy?

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