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- 2011-7-2
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- 2015-12-20
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I remember once of the Schweser question has it that if your CTD is volatile, more will be needed to hedge. Today I do the sample question it states if the bond you want to hedge is volatile, then you need to increase the contracts to hedge it...
UGH
Can someone explain the logic? |
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发表于 2011-7-13 15:06
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