Question: How would your answer for part (b) in Problem 9 change if the relationship of the price sensitivity of futures contracts to the price sensitivity

How would your answer for part

(b) in Problem 9 change if the relationship of the price sensitivity of futures contracts to the price sensitivity of underlying bonds were

[Δ R f / (1 + R f ) / ΔR / (1 + R) ]  = br = 0.92? ( LG 24-2)

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