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1234567890 5. You have a short position in the Treasury futures bond contract. Let's assume that you are going to deliver, and that the current

1234567890
5. You have a short position in the Treasury futures bond contract. Let's assume that you are going to deliver, and that the current futures price is 112.5 and today is October 15. Given the following data on Treasury bonds which bond would you deliver? Explain how you made your choice. Date of Last Conversion Coupon Payment Factor Treasury Bond Cash price Coupon 1 98 2 August 5 0.8 2 101 4 September 6 0.85

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