Question 32 2 pts A bank wishes to hedge its $50 million face value bond portfolio (currently priced at 102 percent of par). The bond portfolio has a duration of 8.5 years. It will hedge with T-bond futures ($100,000 face) priced at 101-122 percent of par. The duration of the T-bonds to be delivered is 7 years. How should the bank use the T-bond futures contracts to hedge its bond portfolio from interest rate risk? Buy a certain quantity of the T-bond futures contract and simultaneously sell the same quantity of the same T-bond futures contract. Sell a certain quantity of the T-bond futures contract. Either purchase a certain quantity of the T-bond futures contract or sell a certain quantity of the T-bond futures contract. Purchase a certain quantity of the T-bond futures contract. Long a certain quantity of the T-bond futures contract