Invest the incoming funds in long term bonds


Question 1: Suppose that the pension you are managing is expecting an inflow of funds of $100 million next year and you want to make sure that you will earn the current interest rate of 8% when you invest the incoming funds in long term bonds. How would you use the futures market to do this?

Question 2: How would you use the options market to accomplish the same thing as in Problem 1? What are the advantages and disadvantages of using an options contract rather than a futures contract?

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Finance Basics: Invest the incoming funds in long term bonds
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