1 The gilt future is trading at 114.55. Which of the following gilts is the cheapest-to-deliver? Bond...
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1 The gilt future is trading at 114.55. Which of the following gilts is the cheapest-to-deliver?
Bond Price Conversion factor 9% 2008 130.718 8 1.140 715 5 7% 2007 116.375 1.016 526 6 8% 2009 125.437 5 1.075 010 6 9% 2011 136.153 6 1.165 546 5
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