Suppose that the Treasury bond futures price is 101-12. Which of the following four bonds is cheapest

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Suppose that the Treasury bond futures price is 101-12. Which of the following four bonds is cheapest to deliver?

Bond Price Conversion factor 1

2 3

4 125-05 142-15 115-31 144-02 1.2131 1.3792 1.1149 1.4026

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:02 AM

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Suppose that the Treasury bond futures price is 101-12. Which of the following four bonds is cheapest to deliver? Bond Price Conversion factor 1 2 3 4 125-05 142-15 115-31 144-02 1.2131 1.3792 1.1149...
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Suppose that the Treasury bond futures price is 101-12. Which of the following four bonds is cheapest

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Options Futures And Other Derivatives

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