Explain how the shape of the yield curve influences the theoretical price of a Treasury bond futures

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Explain how the shape of the yield curve influences the theoretical price of a Treasury bond futures contract. Discuss.

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:49 AM

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Explain how the shape of the yield curve influences the theoretical price of a Treasury bond futures contract.
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Explain how the shape of the yield curve influences the theoretical price of a Treasury bond futures

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The theoretical price of a futures contract is equal to the cash or ...View the full answer

Bond Markets Analysis and Strategies

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