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swap. The modified duration of the net worth of a financial institution is 10. If...

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swap. 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 position. If you decide to use interest rate swaps to hedge, you should use A short, pay fixed receive floating B. Short: pay floating received fixed oc long pay fixed receive floating OD. long pay floating receive fixed

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