Question: Question 2 (25 points) You have a short position on a Treasury bond futures contract. The most recent settlement price is 101-06, and the accrued

Question 2 (25 points) You have a short position on a Treasury bond futures contract. The most recent settlement price is 101-06, and the accrued interest is on the bond you have chosen to deliver is $0.47. The bond you have chosen to deliver is a 9% coupon bond with 1 9 years, 5 months and 12 days left until maturity, what will you receive at delivery? Homework 2 MGMT 41150(1).pdt

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