2. Suppose today is July 30, 2020. The cheapest-to-deliver bond for a September 2020 Treasury bond futures contract is a 13% coupon bond per annum, and the delivery is expected to be made on September 30,2020. Coupon payments on the bond are made on February 4 and August 4 each year. The term structure of interest rates is flat, and the continuous compounded rate of interest is 12% per annum. The conversion factor for the bond is 1.5, and the current quoted bond price is $110. Please calculate the theoretical price and quotation of Treasury bond futures based on the above known conditions. (Please keep the answer at most 4 decimal places.) Hint: a) 177 days between February 4, 2020 and July 30, 2020; b) 57 days between August 4, 2020 and September 30, 2020; c) 127 days between September 30, 2020 and February 4, 2020; d) 2020 is a leap year. 2. Suppose today is July 30, 2020. The cheapest-to-deliver bond for a September 2020 Treasury bond futures contract is a 13% coupon bond per annum, and the delivery is expected to be made on September 30,2020. Coupon payments on the bond are made on February 4 and August 4 each year. The term structure of interest rates is flat, and the continuous compounded rate of interest is 12% per annum. The conversion factor for the bond is 1.5, and the current quoted bond price is $110. Please calculate the theoretical price and quotation of Treasury bond futures based on the above known conditions. (Please keep the answer at most 4 decimal places.) Hint: a) 177 days between February 4, 2020 and July 30, 2020; b) 57 days between August 4, 2020 and September 30, 2020; c) 127 days between September 30, 2020 and February 4, 2020; d) 2020 is a leap year