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Consider a long position of 5 in GBP futures that have 6 months to expiry and a contract size of 1,000. The current 6-month GBP

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Consider a long position of 5 in GBP futures that have 6 months to expiry and a contract size of 1,000. The current 6-month GBP and domestic interest rates are 1.8% and 2.5%. Both interest rates are continuously compounded. What is the delta of this portfolio with respect to the GBP

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