Apologize for a stupid question - Fixed Income
Let's say I am long 100mm in 10 year bonds, and I wish to hedge my long position with a short position in 2 year bonds.
How much do I have to hedge?
I apologize for being dumb in advance. Wouldn't I have to know the duration to answer this question? Or can I just assume duration is 10 and 2(zero coupon bond)?
bump sorry this is really bothering me, something should be so easy but I can't figure it out.
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