17. What should be the price of a three-month 90-day Treasury bill futures contract if the spot...

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17. What should be the price of a three-month 90-day Treasury bill futures contract if the spot price of a six-month Treasury bill is currently $98 and the three-month riskfree rate is 1%?

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Investments

ISBN: 9788120321014

6th Edition

Authors: William F. Sharpe, Gordon J. Alexander, Jeffery V. Bailey

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