20. The duration of a 3-month Treasury futures contract is 4.89 years. What is the duration of...

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20. The duration of a 3-month Treasury futures contract is 4.89 years. What is the duration of the underlying Treasury note? A. 4.64 years B. 4.38 years C. 5.24 years D. 5.12 years

Posted Date: Jul 11, 2024 06:42 AM

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20. The duration of a 3-month Treasury futures contract is 4.89 years. What is the duration of...

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