Hedge interest-rate risk on these bonds over coming year

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Reference no: EM131341445

If the portfolio you manage is holding $25 million of 6s of 2032 Treasury bonds with a price of 110, what forward contract would you enter into to hedge the interest-rate risk on these bonds over the coming year?

Reference no: EM131341445

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Hedge interest-rate risk on these bonds over coming year : If the portfolio you manage is holding $25 million of 6s of 2032 Treasury bonds with a price of 110, what forward contract would you enter into to hedge the interest-rate risk on these bonds over the coming year?

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