Question: QUESTION 2 3 points Save Answer Bond A is priced at par with a duration of 6.5 years and yielding 4%. Bond B is priced

QUESTION 2 3 points Save Answer Bond A is priced at par with a duration of 6.5 years and yielding 4%. Bond B is priced at 99, has a duration of 12 years and yields 4.4%. You own A. How many of B do you need to sell short in order for your position to be insensitive to (relatively small) changes in interest rates? 3 points For the toolbar, press ALT+F10 (PC) or ALT+FN+F10 (Mac). BIUS Paragraph Arial 14px IE A

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Bond A is priced at par with a duration of 6.5 years and yielding 4%. Bond B is priced at 99, has a duration of 12 years and yields 4.4%. You own A. How many of B do you need to sell short in order...

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