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These both are different questions. 1) Suppose I have a bond portfolio whose dollar duration is $100,000. How can I hedge my duration exposure using
These both are 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 portfolio
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