position. If you decide to use interest rate The modified duration of the net worth...
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position. If you decide to use interest rate The modified duration of the net worth of a financial institution is 10. If you decide to use Treasury futures to duration hedge the network, you should take A short: pay fixed receive floating short: pay floating received fixed clong pay fixed receive floating D. long: pay floating receive fixed OB. . position. If you decide to use interest rate The modified duration of the net worth of a financial institution is 10. If you decide to use Treasury futures to duration hedge the network, you should take A short: pay fixed receive floating short: pay floating received fixed clong pay fixed receive floating D. long: pay floating receive fixed OB
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