Business
Business, 19.03.2021 03:00, marquion

A portfolio manager plans to use a Treasury bond futures contract to hedge a bond portfolio over the next three months. The portfolio is worth $100 million and will have a duration of 5.6 years in three months. The futures price is 112, and each futures contract is on $100,000 of bonds. The bond that is expected to be cheapest to deliver will have a duration of 9.0 years at the maturity of the futures contract. What position in futures contracts is required

answer
Answers: 1

Other questions on the subject: Business

image
Business, 21.06.2019 18:10, hellokitty1647
Nestlé, a global food company headquartered in switzerland, provides its customers in each country with highly differentiated and customized products that fit the tastes and preferences of the local population. nestlé invests considerable resources in developing and maintaining a strong brand name that complements its high-quality product offerings across the globe. which of the following best fits nestlé's global strategy? 1. international strategy2. multi-domestic strategy3. global standardization strategy4. transnational strategy
Answers: 2
image
Business, 22.06.2019 01:20, Becky81
Which of the following statements concerning an organization's strategy is true? a. cost accountants formulate strategy in an organization since they have more inputs about costs. b. businesses usually follow one of two broad strategies: offering a quality product at a high price, or offering a unique product or service priced lower than the competition. c. a good strategy will always overcome poor implementation. d. strategy specifies how an organization matches its own capabilities with the opportunities in the marketplace to accomplish its objectives.
Answers: 1
image
Business, 22.06.2019 05:00, vadrian4056
Every 10 years, the federal government sponsors a national survey of health and health practices (nhanes). one question in the survey asks participants to rate their overall health using a 5-point rating scale. what is the scale of measurement used for this question? ratio ordinal interval nominal
Answers: 1
image
Business, 22.06.2019 08:00, vandonquisenberry
Interest is credited to a fixed annuity no lower than the variable contract rate contract guaranteed rate current rate of inflation prime rate
Answers: 2
Do you know the correct answer?
A portfolio manager plans to use a Treasury bond futures contract to hedge a bond portfolio over the...

Questions in other subjects:

Konu
Mathematics, 25.06.2019 05:00
Konu
Mathematics, 25.06.2019 05:10