Understanding Dollar Rolls Compute the total return when rolling the pool 1. What is the accrued interest on 11/14/22 ? 2. What is the amount invested on 11/14/22? (1) 3. What is the interest earned if invested at the reinvestment rate for 29 days? (use actual/360 convention) 4. What is the total cash value of the roll position on 12/13/22 before buying back the pool? 5. What is the accrued interest on 12/13/22? 6. What is the forward price on 12/13/22 ? (1) 7. How much does it cost to buy back the remaining pool balance on 12/13/22? (1) 8. Suppose you immediately sell the pool on 12/13/22 for $10024, bow much do you (1) receive? 9. What is total return in dollars? 10. What is the annualized total return in percentage? (Use 360/act for calculation) (1) (1) Compute the total return when continuing to hold the pool 1. What is the total roturn when you continue to hold, then soll on 12/13/22 for $10024 ? 2. What is the annualized total return in percentage? (Uso 360/ act for colculation) (1) 3. What is the wetal return advantage for rolling? (1) (1) Understanding Dollar Rolls Compute the total return when rolling the pool 1. What is the accrued interest on 11/14/22 ? 2. What is the amount invested on 11/14/22? (1) 3. What is the interest earned if invested at the reinvestment rate for 29 days? (use actual/360 convention) 4. What is the total cash value of the roll position on 12/13/22 before buying back the pool? 5. What is the accrued interest on 12/13/22? 6. What is the forward price on 12/13/22 ? (1) 7. How much does it cost to buy back the remaining pool balance on 12/13/22? (1) 8. Suppose you immediately sell the pool on 12/13/22 for $10024, bow much do you (1) receive? 9. What is total return in dollars? 10. What is the annualized total return in percentage? (Use 360/act for calculation) (1) (1) Compute the total return when continuing to hold the pool 1. What is the total roturn when you continue to hold, then soll on 12/13/22 for $10024 ? 2. What is the annualized total return in percentage? (Uso 360/ act for colculation) (1) 3. What is the wetal return advantage for rolling? (1) (1)