d. 8,000 14. Futures Hedging (1.04, CFA2) You manage a $100 million bond portfolio with a duration of 9 years. You wish to hedge this portfolio against interest rate risk using T-bond futures with contract size of $100,000 and a duration of 12 years. How many contracts are required?
D. 8000 14. Futures Hedging (1.04 CFA2) You manage a $100
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