When you think that interest will go up, then the bond price will go down. Notice that the higher the duration the more senstive the bond to the interest rate movement. Consequently, you should sell long term bonds and invest in short term T-bills. One alternative is to take short positions in long term T bond futures and leave the oney in short term T-bills.
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谢谢各位的帮助!!!感激不斤!特别是是五楼的,给了实质性的帮助!!再次感谢!
