24. In Question 23, suppose that the underlying three-month Libor rate after six months (as implied by the price of the eurodollar futures contract expiring in 6 months) is currently at 4%. Assume that the three-month period has 90 days in it. Using the same numbers from Question 23 and adjusting for tailing the hedge, how many futures contracts are needed? Assume fractional contracts are permitted.
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