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your bond portfolio has a value of 10,600,000 with a duration of 2.2 years. how many 90-Day US treasury bill futures contracts do you need

your bond portfolio has a value of 10,600,000 with a duration of 2.2 years. how many 90-Day US treasury bill futures contracts do you need To hedge this exposure fickle the futures contract is priced at $995000? Assume duration based hedging

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