Question
If the portfolio you manage is holding $25 million of 6s of 2037 Treasury bonds with a price of 110, what forward contract would you
If the portfolio you manage is holding $25 million of 6s of 2037 Treasury bonds with a price of 110, what forward contract would you enter into to hedge the interest-rate risk on these bonds over the coming year?
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Private Debt Yield Safety And The Emergence Of Alternative Lending
Authors: Stephen L. Nesbitt
2nd Edition
1119944392, 978-1119944393
