In a Cox-Ingersoll-Ross model, the continuously compounded short rate is cur- rently 4.4% and you are given the following details: T A(0,T) B(0,T) 2 0.97091 2.55587 10 0.63906 4.72892 Cik Noradila decides to sell a 10-year zero-coupon bond with maturity value RM1,000 and she would like to hedge against her position. She is given two choices of hedging strategies: Strategy G: Duration-hedge the sale by buying Na 2-year zero-coupon bonds with maturity value of RM1,000. Strategy H: Delta-hedge the sale by buying NA 2-year zero-coupon bonds with maturity value of RM1,000. Determine NA Na. (11 marks) In a Cox-Ingersoll-Ross model, the continuously compounded short rate is cur- rently 4.4% and you are given the following details: T A(0,T) B(0,T) 2 0.97091 2.55587 10 0.63906 4.72892 Cik Noradila decides to sell a 10-year zero-coupon bond with maturity value RM1,000 and she would like to hedge against her position. She is given two choices of hedging strategies: Strategy G: Duration-hedge the sale by buying Na 2-year zero-coupon bonds with maturity value of RM1,000. Strategy H: Delta-hedge the sale by buying NA 2-year zero-coupon bonds with maturity value of RM1,000. Determine NA Na. (11 marks)