You are short 30 March 2016 five-year Treasury note futures contracts. Calculate your profit or loss from

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You are short 30 March 2016 five-year Treasury note futures contracts. Calculate your profit or loss from this trading day using Figure 14.1.

Figure 14.1

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Fundamentals of Investments, Valuation and Management

ISBN: 978-1259720697

8th edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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