What is the implied interest rate on a Government of Canada bond ($100,000) futures contract that settled

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What is the implied interest rate on a Government of Canada bond ($100,000) futures contract that settled at 112.75? If interest rates increased by 1%, what would be the contract's new value?

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Financial Management Theory And Practice

ISBN: 978-0176583057

3rd Canadian Edition

Authors: Eugene Brigham, Michael Ehrhardt, Jerome Gessaroli, Richard Nason

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Question Posted: Jun 14, 2019 08:16 AM

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What is the implied interest rate on a Government of Canada bond ($100,000) futures contract that settled

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Futures contract settled at 11275 of 100000 contract value so PV 11275 x 1000 112750 x ...View the full answer

Financial Management Theory And Practice

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