Suppose that a manager wants to reduce the duration of a portfolio. Explain how this can be

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Suppose that a manager wants to reduce the duration of a portfolio. Explain how this can be done using Treasury bond futures contracts.

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:49 AM

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Suppose that a manager wants to reduce the duration of a portfolio. Explain how this can be

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Interestrate futures can be used to alter the interestrate sensitivity of a portfolio Portfolio mana...View the full answer

Bond Markets Analysis and Strategies

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