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Suppose the pension fund you are managing is expecting an inflow of funds of $140 million next year and you want to make sure that

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Suppose the pension fund you are managing is expecting an inflow of funds of $140 million next year and you want to make sure that you will eam the current interest rate of 5% when you invest the incoming funds in long-term bonds. How would you use the futures market to do this? with an expiration date of one year in the future Buy $70 million worth of short-term bond futures contracts Sell $140 million worth of long-term bond futures contracts Sell $70 million worth of short-term bond futures contracts Buy $140 million worth of long-term bond futures contracts

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