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Suppose a bond manager warts to restructure his portfolio with duration of 2.97 such that its duration is 90s of that of the funds benchmark,

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Suppose a bond manager warts to restructure his portfolio with duration of 2.97 such that its duration is 90s of that of the funds benchmark, which is 3.68. The manager plans to use 5-year Treisury note futures contracts that have a dollar duration of $5.022. if the manager's portfolio has a market value of $46.109. 10 , how many futures contracts should he buy? 11 33 66 99

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