a. How should the parity condition (Equation) for stocks be modified for futures contracts on Treasury bonds?

Question:

a. How should the parity condition (Equation) for stocks be modified for futures contracts on Treasury bonds? What should play the role of the dividend yield in that equation?

F0 = S0 (1+ rf - d) T

b. In an environment with an upward-sloping yield curve, should T-bond futures prices on more-distant contracts be higher or lower than those on near-term contracts?

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