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Question 3 0 out of 1 points Western Bank has assets of $181 million and liabilities of $149 million. The asset duration is 5.7 years and the duration of the liabilities is 3.9 years. Market interest rates are 10 per cent. Western Bank wishes to hedge the balance sheet with bank accepted bill futures contracts with a market value of $96 per $100 of face value. How many contracts would be necessary if the relationship of the price sensitivity of futures contracts to the price sensitivity of underlying bonds were br= 0.92? (enter a number) Selected Answer: [None Given] Correct Answer: 2,069 day, 14 June 2021 9:30:01 PM AEST Question 3 0 out of 1 points Western Bank has assets of $181 million and liabilities of $149 million. The asset duration is 5.7 years and the duration of the liabilities is 3.9 years. Market interest rates are 10 per cent. Western Bank wishes to hedge the balance sheet with bank accepted bill futures contracts with a market value of $96 per $100 of face value. How many contracts would be necessary if the relationship of the price sensitivity of futures contracts to the price sensitivity of underlying bonds were br= 0.92? (enter a number) Selected Answer: [None Given] Correct Answer: 2,069 day, 14 June 2021 9:30:01 PM AEST