11 A long bond futures contract matures in 56 days, and its current price is 107.55. The...

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11 A long bond futures contract matures in 56 days, and its current price is 107.55. The price of the cheapest-to-deliver is 129.875, and it has a coupon of 9% and accrued interest of 79 days (act/act). What is the implied repo rate?

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