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Hello please assignment due in 1h30 help, believe me if you answer this you ll get many likes from many students Consider 1-factor parallel yield

Hello please assignment due in 1h30 help, believe me if you answer this you ll get many likes from many students

Consider 1-factor parallel yield shift model with a flat structure of forward rates y. Assume currently y=8%. How many 5-year zero-coupon bonds you need to sell to hedge a portfolio of 1000 of 9-year zero-coupon bonds. Round your answer to the nearest integer number of bonds

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