Derivatives: Question 4 Solution

The number of Treasury Note futures contracts needed to hedge a bond portfolio is calculated based on:

A) The market value of the bond portfolio

B) The market value of the Treasury Note future

C) The durations of the bond portfolio and the Treasury Note future

D) All of the above

Reveal the Answer

The answer is D) All of the above

Develop a comprehensive, practical understanding of derivative instruments including market conventions, contract specifications, valuation, trading strategies and the regulation of derivatives markets.

Enroll now in our next session!

Advanced Derivatives Alum:
Olatunde Bakre

Advanced Derivatives Professional Certificate

About Student Stories

Student Stories are a video series that allow you to take an inside look at our student experiences. They allow you to discover the who, what, why, and how of the New York Institute of Finance. We’re extremely proud of the students showcased and we’re hoping their experiences will be similar to your own.

Questions or Comments?

Call Us:

+1 347 842 2501

Email Us