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If one were to buy $10 mil of the B bond and short the appropriate number of 30yr USTs against it, what would be the
If one were to buy $10 mil of the B bond and short the appropriate number of 30yr USTs against it, what would be the amount of the short (in dollars)?
30 years
UST yield=2%
credit spread=200
B bond coupon= 0%
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