Question 19 It is January 30. You are managing a bond portfolio currently worth $10 million. In 9 months, the duration of the portfolio will Not yet be 12 years. answered The December Treasury bond futures contract's price is 105-12 and the cheapest to deliver bond will have a duration of 9 years on the first delivery date. Marked out of 1.00 How would you hedge against changes in interest rates over the next 9 months? p Flag question a. Sell 126,532.22 Treasury bond futures contracts O b. Sell 126.5322 Treasury bond futures contracts O c. Buy 126.5322 Treasury bond futures contracts