2. Use the following market value balance sheet information to answer the following questions. 0.00...
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2. Use the following market value balance sheet information to answer the following questions. 0.00 Assets (in thousands) Amount Duration Cash $100 C&I Loans $400 1.25 Mortgage loans $500 7.00 $1000 Liab&NW Amount 1-yr CD $600 6-yr CD $300 NW $100 $1000 Duration 1.00 5.00 c. Suppose the bank wants to use 6-month T-bill futures contracts to macrohedge its interest-rate risk, T-bill futures are currently priced at 97, and one Treasury bond futures contract has face value $100,000. Should the bank buy or sell the futures contracts? How many T-bill futures contracts would be needed
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