To hedge a long position in Treasury bonds, an investor most likely would

Name: To hedge a long position in Treasury bonds, an investor most likely would
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By taking the short position, the hedger is obligated to deliver T-bonds at the contract maturity date for the current futures price, which locks in the sales price for the bonds and guarantees that the total value of the bond-plus-futures position at the maturity date is the futures price.

To Hedge a Long Position in Treasury Bonds, an Investor