Given the following information regarding the bond that will be delivered, please estimate the T-B futures price
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Given the following information regarding the bond that will be delivered, please estimate the T-B futures price on May 07, 2020, if the maturity is 270 days later. DateCouponBond spot priceConversion factorMay 07, 202010%$1001.35CP TodayCP MaturityCP| 82days| 100 days|170 days| 13days |
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7th Edition
Authors: Jack R. Meredith, Samuel J. Mantel,
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