Determine the optimal hedge ratio for treasury bonds worth


Determine the optimal hedge ratio for Treasury bonds worth $3,000,000 with a modified duration of 12.45, yielding 11.9 percent if the futures have a price of $90,000, and modified duration of 8.5 years?

Request for Solution File

Ask an Expert for Answer!!
Financial Management: Determine the optimal hedge ratio for treasury bonds worth
Reference No:- TGS0984785

Expected delivery within 24 Hours