I can’t post in Rahuls’ thread for some reason, so I post here in a new thread.
Which version of mock do you use? My Q38 is: “The number of Nikkei 255 Index futures Sato must buy to …”. It doesn’t need the cash duration. As for Q37, this is different from what’s in the blue-box example, but it’s similar to another example[a few pages before, not a blue-box example] in the book. When the cash duration is provided clearly, consider to use it! Use Dur=0 may not match any answer.