Question: position. If you decide to use interest rate The modified duration of the net worth of a financial institution is 10. If you decide to

position. If you decide to use interest rate The modified duration

position. If you decide to use interest rate The modified duration of the net worth of a financial institution is 10. If you decide to use Treasury futures to duration hedge the network, you should take A short: pay fixed receive floating short: pay floating received fixed clong pay fixed receive floating D. long: pay floating receive fixed OB. . position. If you decide to use interest rate The modified duration of the net worth of a financial institution is 10. If you decide to use Treasury futures to duration hedge the network, you should take A short: pay fixed receive floating short: pay floating received fixed clong pay fixed receive floating D. long: pay floating receive fixed OB

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