Calculate the amount of futures contracts you need to sell to hedge the interest-rate risk on your
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Calculate the amount of futures contracts you need to sell to hedge the interest-rate risk on your holdings of \($4\) million of T-bonds. Assume each contract currently sells for $125,000.
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Related Book For
Financial Markets And Institutions
ISBN: 9780138043681
10th Edition
Authors: Frederic S Mishkin, Stanley Eakins
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