3 Assume that the cheapest-to-deliver bond for a futures contract has a coupon of 6% and has...
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3 Assume that the cheapest-to-deliver bond for a futures contract has a coupon of 6% and has precisely 9 years to maturity. Its price is 103.5625. If its conversion factor is 0.901 235 64, what is the current price of the futures contract?
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