FINANCI pter 14 Question 8 (of 8) 10.00 points Suppose you want to hedge a $420 million bond portfolio with a duration of 3.6 years using 10-year Treasury note futures with a duration of 5.1 years, a futures price of 102, and 9 months to expiration. The multiplier on Treasury note futures is $100,000. How many contracts do you buy or sell? (Round your answer to the nearest whole number.) (Click to select) to sell to buy References eBook & Resources Worksheet Learning Objective: 14-04 How futures contracts can be used to transfer price risk Difficulty: Core Section: 14.5 Stock Index Futures MacBook Air 2 3 4 6 G H