Portfolio Value: $1,000,000 Current Portfolio Duration: 7.00 Desired Portfolio Duration: 5.25...
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Portfolio Value: $1,000,000 Current Portfolio Duration: 7.00 Desired Portfolio Duration: 5.25 Dollar Duration per contract $10,000
| Portfolio Value: | $1,000,000 |
| Current Portfolio Duration: | 7.00 |
| Desired Portfolio Duration: | 5.25 |
| Dollar Duration per contract | $10,000 |
How many derivatives contracts would you long or short to change the portfolio duration to the target level?
Group of answer choices
short 1.75 contracts
short 2 contracts
long 1.75 contracts
long 2 contracts
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