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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Financial Markets And Institutions

ISBN: 9780138043681

10th Edition

Authors: Frederic S Mishkin, Stanley Eakins

Question Posted: Apr 09, 2024 12:02 AM

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Financial Markets And Institutions

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