22-110 Based on the estimate of gain or loss in question 108,what is the number of T-Bill futures contracts necessary to hedge the balance sheet if the duration of the deliverable T-bills is 0.25 years and the current price of the futures contract is $98 per $100 face value?
A)6,212 contracts.
B)6,805 contracts.
C)6,900 contracts.
D)7,112 contracts.
E)7,326 contracts.

Question

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The Answer of 22-110 Based on the estimate of gain or loss in question 108,what is the number of T-Bill futures contracts necessary to hedge the balance sheet if the duration of the deliverable T-bills is 0.25 years and the current price of the futures contract is $98 per $100 face value?
A)6,212 contracts.
B)6,805 contracts.
C)6,900 contracts.
D)7,112 contracts.
E)7,326 contracts.

22-110 Based on the Estimate of Gain or Loss in Question