Question: Please provide answer for the following 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 following problem. Thank you! In the

Please provide answer for the following 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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