Question 15 Consider a corporate bond with 10 year until maturity, trading at par (M-100.000). The modified duration of this bond is 142 periods. Also consider a Treasury bond with 7 years until maturity. The modified duration of the Treasury bond is 11.3 periods. Suppose you want to buy the corporate bond and hedge its interest risk with a short position in the Treasury bond, what is the market value of your short position? A 100.000 113.638 140.183 125,664 Question 18 of 2