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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 treasuryy bill futures contracts do you need to
your bond portfolio has a value of $10,600,000 with a duration of 2.2 years. how many 90-day treasuryy bill futures contracts do you need to hedge this exposure if the futures contract is priced at $995,000?! assume you are carrying out duration-based hedging.
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