What is the return on capital for a trader who enters into a 30-day repo where the

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What is the return on capital for a trader who enters into a 30-day repo where the initial price of the T-Bond at t=0 is 98.5 and the price of the bond at t=T is $99.01? Assume the repo rate is 0.625% and haircut is 4%.

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College Accounting Chapters 1-30

ISBN: 978-1259631115

15th edition

Authors: John Price, M. David Haddock, Michael Farina

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Posted Date: Dec 15, 2020 08:19 AM

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What is the return on capital for a trader who enters into a 30-day repo where the

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College Accounting Chapters 1-30

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