Current price of a 5% coupon, 20 year treasury bong is 983.33. these bonds are earning 5.14%.
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Current price of a 5% coupon, 20 year treasury bong is 983.33. these bonds are earning 5.14%. The risk free rate is 2%. Find the future price for a one year Tbond futures.
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Authors: Jacqueline Birt, Keryn Chalmers, Albie Brooks, Suzanne Byrne, Judy Oliver
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