What futures transaction would you do to raise the duration

Assignment Help Financial Management

Reference no: EM131830051

You hold a bond portfolio worth $10 million and a modified duration of 8.5. What futures transaction would you do to raise the duration to 10 if the futures price is $93,000 and its implied modified duration is 9.25? Round up to the nearest whole contract. show your work

Reference no: EM131830051

Questions Cloud

Calculate the number of shares outstanding : Calculate the number of shares outstanding at the time of the cash dividend and the amount of cash required to fund the cash dividend

Describe nas and san briefly using diagrams : Describe NAS and SAN briefly using diagrams? What are the advantages of SAN over NAS? What are two common NAS file sharing protocols?

Administering the mathematical skill test : Selecting a sample of 25 students from your school and administering the mathematical skill test, you discover a sample mean (X) of 79.

Conduct a close reading of a poem : Conduct a close reading of a poem, story, or play. Provide a line-by-line analysis in support of a clear and logical thesis.

What futures transaction would you do to raise the duration : What futures transaction would you do to raise the duration to 10 if the futures price is $93,000 and its implied modified duration is 9.25?

State an appropriate null hypothesis : a. State an appropriate null hypothesis. b. What is the value of the calculated test statistic (t)?

What is the market value of manutex non-cash assets : The market value of the options is currently 8 million. What is the market value of ManuTeX’s non-cash assets?

State an appropriate null hypothesis : The national mean (µ) absentee rate for workers working for the Old Mill Store Company is reported as 8.25 days per year. The mean rate

Focus on williams philosophy of writing : PARAPHRASE the author and focus on Williams' philosophy of writing and the advice he provides readers as your discussion emphasis (and cite accordingly)

User Account

All Pages