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Suppose you manage a bond portfolio with DV01 of $10,000. Find the notional amount of the 5-year interest rate swap, priced as in (a), that

Suppose you manage a bond portfolio with DV01 of $10,000.

Find the notional amount of the 5-year interest rate swap, priced as in (a), that you need to sell (i.e., pay fixed and receive floating) to completely hedge your portfolio against small interest rate changes.

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