What is the implied interest rate on a Government of Canada bond ($100,000) futures contract that settled
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What is the implied interest rate on a Government of Canada bond ($100,000) futures contract that settled at 112.75? If interest rates increased by 1%, what would be the contract's new value?
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Related Book For
Financial Management Theory And Practice
ISBN: 978-0176583057
3rd Canadian Edition
Authors: Eugene Brigham, Michael Ehrhardt, Jerome Gessaroli, Richard Nason
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