Question: Assignment 2: Portfolio revisions using bond futures contracts. Please write your name here-------- 1. Consider the following portfolio and revise it with bond futures contracts.
Assignment 2: Portfolio revisions using bond futures contracts. Please write your name here-------- 1. Consider the following portfolio and revise it with bond futures contracts. Stock 4,000,000 Bonds 4,000,000 Cash 4, 000 000 Total 12,000,000 Treasury bonds futures are priced at 162-20. You decide to go long 12 bond futures contracts. T. bond futures are based on $100,000 par value
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