8 You are given the following figures for the end of September: Spot dirty price of cheapest...
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8 You are given the following figures for the end of September:
Spot dirty price of cheapest to deliver long gilt Price factor of cheapest to deliver long gilt Sterling money market interest rate for three months Coupon rate on the cheapest to deliver long gilt Calculate the fair futures price for the December long gilt contract.
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Related Book For 
The Economics Of Money Banking And Finance
ISBN: 9780273710394
4th Edition
Authors: Peter Howells, Keith Bain
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