D Question 3 5 pts Julie Wells has found a Treasury Bond futures contract that has a duration of 8.5 years and is currently selling for $97,487. Interest rates are currently 8% and are expected to rise 2.3%. What is the change in this future contract's price for this change in interest rates? (Keep 2 decimal places) Question 4 5 pts Suppose a bank has an asset duration of 5 years and a liability duration of 2.5 years. This bank has $1000 million in assets and $750 million in liabilities. They are planning on trading in a Treasury bond future which has a duration of 7.5 years and which is selling right now for $99,127 for a $100,000 contract. How many futures contracts does this bank need to fully hedge itself against interest rate risk? (Answer has to be an integer because you can't purchase a fraction of a future contract)