The most recent settlement bond futures price is 103.5. Which of the following four bonds is cheapest
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Question:
The most recent settlement bond futures price is 103.5. Which of the following four bonds is cheapest to deliver ?
Bond 1: Quoted price = 110; conversion factor = 1.0400.
Bond 2: Quoted price = 160; conversion factor = 1.5200.
Bond 3: Quoted price = 131; conversion factor = 1.2500.
Bond 4: Quoted price = 143; conversion factor =1.3500
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