请问老师我这么理解对么：我是pay interest的一方所以担心利率上升所以我要long libor也就是short eurodollar futures。
问题如下图：
NO.PZ2020021204000039问题如下Approximately how many three-month Eurollfutures contracts are necessary to hee the six-month interest thwill paion a US20 million bon Assume ththe six-month periostarts the maturity of the futures contrathwill use (Ignore the fferences between Eurollfutures anFRmentionein the chapter for this question.)The change in the value of the instrument for a 1-basis point parallel shift in the interest rate isUS20,000,000 x 0.5 x 0.0001 = US1,000This is 40 times US25. It follows th40 contracts shoulshorte老师好，1、这道题哪句话能看出ration是0.5呢？2、Eurollfutures是利率每下降1bp，futures价格上涨25美金，ration=-25/0.01%，不应该等于25万吗？
NO.PZ2020021204000039 问题如下 Approximately how many three-month Eurollfutures contracts are necessary to hee the six-month interest thwill paion a US20 million bon Assume ththe six-month periostarts the maturity of the futures contrathwill use (Ignore the fferences between Eurollfutures anFRmentionein the chapter for this question.) The change in the value of the instrument for a 1-basis point parallel shift in the interest rate isUS20,000,000 x 0.5 x 0.0001 = US1,000This is 40 times US25. It follows th40 contracts shoulshorte 直接说short 40份E合约是不是不对？应该假设利率下降1bp,就short?
NO.PZ2020021204000039 问题如下 Approximately how many three-month Eurollfutures contracts are necessary to hee the six-month interest thwill paion a US20 million bon Assume ththe six-month periostarts the maturity of the futures contrathwill use (Ignore the fferences between Eurollfutures anFRmentionein the chapter for this question.) The change in the value of the instrument for a 1-basis point parallel shift in the interest rate isUS20,000,000 x 0.5 x 0.0001 = US1,000This is 40 times US25. It follows th40 contracts shoulshorte
NO.PZ2020021204000039 问题如下 Approximately how many three-month Eurollfutures contracts are necessary to hee the six-month interest thwill paion a US20 million bon Assume ththe six-month periostarts the maturity of the futures contrathwill use (Ignore the fferences between Eurollfutures anFRmentionein the chapter for this question.) The change in the value of the instrument for a 1-basis point parallel shift in the interest rate isUS20,000,000 x 0.5 x 0.0001 = US1,000This is 40 times US25. It follows th40 contracts shoulshorte 20m的bon年，同时euro bon1m每份标准是3个月，转换一下，直接不就是40份euro bon能满足半年20m的interest么？这样理解对么
NO.PZ2020021204000039请一下这道题的考点和答案
