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smaller 90% hedge to improve performance

Schweser Book3, FI Portfolio Management Topic Assessment, question 6 (the last on). I don’t understand the explanation, why using a lower 90% hedge, thus buy less futures contracts, improves performance by leaving BPVA lower, if interest rates are expected to rise?

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If you are lowering BPVA, I assume your intent is lowering duration, which performs better than a higher duration when interest rates rise… Cant really tell exactly without the full q.

Be careful if the question has a short position on the future contract or a long position.

Thank you