Settle Date Pool Balance Price Accrued Interest Roll Days Front Month June 16 1,000,000 $101-17 1,083 28 Reinvestment Rate Back Month July 14 994,900 $101-13 912 1.7% Answers a) What is the amount invested in the front month settle date? b) What is the interest earned if invested at the reinvestment rate for 28 days (use actual/360 convention) c) What is the total cash value of the roll position on July 14 before buying back the pool? d) How much does it cost to buy back the remaining pool balance on July 14? e) Suppose you immediately sell the pool on July 14 for $101-25, how much do you receive? f) What is total return in dollars? Settle Date Pool Balance Price Accrued Interest Roll Days Front Month June 16 1,000,000 $101-17 1,083 28 Reinvestment Rate Back Month July 14 994,900 $101-13 912 1.7% Answers a) What is the amount invested in the front month settle date? b) What is the interest earned if invested at the reinvestment rate for 28 days (use actual/360 convention) c) What is the total cash value of the roll position on July 14 before buying back the pool? d) How much does it cost to buy back the remaining pool balance on July 14? e) Suppose you immediately sell the pool on July 14 for $101-25, how much do you receive? f) What is total return in dollars