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6. On 8/31/2007, the thirty-year T-bond with a coupon of 5.00%, and maturing on 5/15/2037 was quoted at a clean price of 102.50. The general

6. On 8/31/2007, the thirty-year T-bond with a coupon of 5.00%, and maturing on 5/15/2037 was quoted at a clean price of 102.50. The general collateral repo rate for a term of one month was 4.775%. Go...

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