问题如下图：
选项：那种情况下算出来要加负号，那种情况又不加呢
A. 
B. 
C. 
D. 
解释：
NO.PZ2019070101000047问题如下asset manager wants to hee the interest risk of a short position on the 10-yebonwhose 01 is 0.0619, ana 5-yeT-bonwith a 01 of 0.0285 is avaliable to use. The manager hto: A.Buy $46.04 of the 5-yeT bonB.Sell $46.04 of the 5-yeT bonC.Buy $217.19 of the 5-yeT bonSell $217.19 of the 5-yeT bon C is correct考点01 hee.解析已知原本的头寸为short10y债券 01=0.0619，想要用5y 01=0.0285的债券来对冲掉原本的头寸的风险，问manager应该怎么做？目标是使得组合价格的变动=0，- 0110y * Pri10y+015Y * Pri5y=0，-0.0619*Pri10y+0.0285*Pri5y =0Pri5y =0.0619*Pri10y/0.0285=2.1719Pri10y代表想要对冲掉1$short position的10y债券的头寸，需要long 2.1719$的5y债券，答案选 为什么要多乘100？
NO.PZ2019070101000047问题如下 asset manager wants to hee the interest risk of a short position on the 10-yebonwhose 01 is 0.0619, ana 5-yeT-bonwith a 01 of 0.0285 is avaliable to use. The manager hto: A.Buy $46.04 of the 5-yeT bonB.Sell $46.04 of the 5-yeT bonC.Buy $217.19 of the 5-yeT bonSell $217.19 of the 5-yeT bon C is correct考点01 hee.解析已知原本的头寸为short10y债券 01=0.0619，想要用5y 01=0.0285的债券来对冲掉原本的头寸的风险，问manager应该怎么做？目标是使得组合价格的变动=0，- 0110y * Pri10y+015Y * Pri5y=0，-0.0619*Pri10y+0.0285*Pri5y =0Pri5y =0.0619*Pri10y/0.0285=2.1719Pri10y代表想要对冲掉1$short position的10y债券的头寸，需要long 2.1719$的5y债券，答案选 答案是错的吧？多了一位数
NO.PZ2019070101000047问题如下 asset manager wants to hee the interest risk of a short position on the 10-yebonwhose 01 is 0.0619, ana 5-yeT-bonwith a 01 of 0.0285 is avaliable to use. The manager hto: A.Buy $46.04 of the 5-yeT bonB.Sell $46.04 of the 5-yeT bonC.Buy $217.19 of the 5-yeT bonSell $217.19 of the 5-yeT bon C is correct考点01 hee.解析已知原本的头寸为short10y债券 01=0.0619，想要用5y 01=0.0285的债券来对冲掉原本的头寸的风险，问manager应该怎么做？目标是使得组合价格的变动=0，- 0110y * Pri10y+015Y * Pri5y=0，-0.0619*Pri10y+0.0285*Pri5y =0Pri5y =0.0619*Pri10y/0.0285=2.1719Pri10y代表想要对冲掉1$short position的10y债券的头寸，需要long 2.1719$的5y债券，答案选 请问HR是应该看作应该对冲的份数还是应该对冲的价格呢
