5. Buying an interest rate futures contract increases a portfolios duration; selling an interest rate futures contract

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5. Buying an interest rate futures contract increases a portfolio’s duration; selling an interest rate futures contract decreases a portfolio’s duration.

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

Question Posted: Oct 24, 2024 04:02 AM

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5. Buying an interest rate futures contract increases a portfolios duration; selling an interest rate futures contract decreases a portfolios duration.
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5. Buying an interest rate futures contract increases a portfolios duration; selling an interest rate futures contract

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Measuring And Controlling Interest Rate And Credit Risk

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