If the portfolio you manage is holding $50 million of 7s of 2037 Treasury Bonds with a
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If the portfolio you manage is holding $50 million of 7s of 2037 Treasury Bonds with a price of $115, what forward contract would you enter into to hedge the interest-rate risk on these bonds over the coming year?
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Related Book For
Financial Markets And Institutions
ISBN: 9781292215006
9th Global Edition
Authors: Stanley Eakins Frederic Mishkin
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