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Suppose you want to hedge using 10-year Treasury note futures with a duration of 6.7 years, a futures price of 103, and 109 days to

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Suppose you want to hedge using 10-year Treasury note futures with a duration of 6.7 years, a futures price of 103, and 109 days to expiration. The multiplier on Treasury note futures is $100,00O. How many contracts do you buy or sell? (Round your answer to the nearest whole number.) $280 million bond portfolio with a duration of 9.7 years a Contracts to sell

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