Question: Assuming a forward contract expiring in 1 5 0 days on the US treasury bill. The US treasury bill has 4 % coupon rate, the

Assuming a forward contract expiring in 150 days on the US treasury bill. The US treasury
bill has 4% coupon rate, the price is $1100 including accrued interest and will make a
coupon payment in 90 days, the risk of rate is 4% compounded annually, \ calculate the
forward price.

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