Question: Assume you have treasury note .The contract price is 124 and you can deliver either bond A with conversion of 0.9 and price of 110

  1. Assume you have treasury note .The contract price is 124 and you can deliver either bond A with conversion of 0.9 and price of 110 or a bond with conversion of 0.7 and price is 100. What will be the loss gain of the buyer? (

    1.77

    -1.77

    9.3

    -9.3

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