THE NUMBER OF FUTURES CONTRACTS REQUIRED TO CLOSE THE DURATION...

28. - CFA 2018 EXAM LEVEL 3 DA4387 LEVEL III CFA MOCK EXAM 2018 AFTERNOON A
CFA 2018 EXAM LEVEL 3 DA4387 LEVEL III CFA MOCK EXAM 2018 AFTERNOON A

28. The number of futures contracts required to close the duration gap on the Yesenia portfolio is

closest to which of the following?

A. 0

B. 183

C. 203