A Treasury note futures contract has a quoted price of 100. The underlying bond has a coupon

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A Treasury note futures contract has a quoted price of 100. The underlying bond has a coupon rate of 7 percent and the current market interest rate is 7 percent. Spot-futures parity then implies a cash bond price of:

a. 93.

b. 100.

c. 107.

d. 114.

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Fundamentals Of Investments Valuation And Management

ISBN: 9781266824012

10th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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Question Posted: Dec 31, 2023 11:02 AM

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A Treasury note futures contract has a quoted price of 100. The underlying bond has a coupon

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Fundamentals Of Investments Valuation And Management

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