Explain why the implied repo rate is important in determining the cheapest-to-deliver issue.

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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 why the implied repo rate is important in determining the cheapest-to-deliver issue.

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In selecting the issue to be delivered the short will select from all the deliverable issues the on...View the full answer

Bond Markets Analysis and Strategies

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