in the kaplan practice exam volume1, page 63, NO36
the question informed us that the 2 year + 10 year Treasury security is more effective to hedge the risk of MBS than T-Bill + 30 year Treasury security, anyone could figure out the reason?
in the kaplan practice exam volume1, page 63, NO36
the question informed us that the 2 year + 10 year Treasury security is more effective to hedge the risk of MBS than T-Bill + 30 year Treasury security, anyone could figure out the reason?
2 bond hedge, its in the fixed income book.