These are two different questions. 1) Suppose I have a bond portfolio whose dollar duration is $100,000. How can I hedge my duration exposure using interest rate futures whose dollar duration is $10,000 per contract. 2)Suppose I have a $1 million worth of bond portfolio whose duration is 20. If the interest goes up by 80 basis point, how much do I make or lose with my portfolioA Eurodollar futures price changes from 96.70 to 96.73. What is the gain or loss to a trader who is short 5 contract