Question: Please provide answer for the below problem. Thank you In the Treasury futures market, you can buy a 1-year Treasury bill futures for delivery four

 Please provide answer for the below problem. Thank you In the

Please provide answer for the below problem. Thank you

Treasury futures market, you can buy a 1-year Treasury bill futures for

In the Treasury futures market, you can buy a 1-year Treasury bill futures for delivery four years from now. When it is delivered, you will pay x. One year later, when the bill matures, you will get $1000. The four-year zero-coupon Treasury term rate is rA ( 1 + r ) ( 1 + re + 12) (1 +r; +

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