Question: Suppose the December CBOT Treasury bond features contract. has a quoted price of 80-07. If annual interest rate goes up by 1.00 percentage point, what

Suppose the December CBOT Treasury bond features contract. has a quoted price of 80-07. If annual interest rate goes up by 1.00 percentage point, what is the gain or loss on the future contact CASSume a B1,000 par Value 6% coupon rate, semiannual Payment, and 20 years to maturity, and round to whole dollar.) - $78,00 - $82.00 - $86.00 ooonite finarend Ttcheta islil

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