Find the number of Eurodollar futures each having a delta of -$25 that would delta-hedge a portfolio of a long position in swaps with a delta of $5,000 and a short position in a put option with a delta of -$2,300.
A)long 292 contracts
B)short 108 contracts
C)short 292 contracts
D)long 200 contracts
E)long 108 contracts

Question

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The Answer of Find the number of Eurodollar futures each having a delta of -$25 that would delta-hedge a portfolio of a long position in swaps with a delta of $5,000 and a short position in a put option with a delta of -$2,300.
A)long 292 contracts
B)short 108 contracts
C)short 292 contracts
D)long 200 contracts
E)long 108 contracts

Find the Number of Eurodollar Futures Each Having a Delta