一道CFA的题,关于interest rate future的,牛人请进,

一道CFA的题,关于interest rate future的,牛人请进,Question 8 You believe that interest rate are going to increase and want to hedge your $300MM Treasury portfolio using interest rate futures.The portfolio has a duration = 8 years.A Treasury bond futures contract is available with duration = 6 years and a price of 99.125% of par.The appropriate YTM for your portfolio and futures contracts is 8%.•1).Calculate number of futures contracts necessary to hedge IF you want to reduce portfolio’s duration to 5 years.•2).Calculate number of futures contracts necessary to make the portfolio INSENSITIVE to increases in interest rates.