6.11. Itis July 30,2018. The cheapest-.to-deliver bond in a September 2018 Treasury bond fatures to be made on September 30, 2018. contract is a Coupon payments on the bond are made on February 4 and August 4 each year. The term structure is flat, and the rate of interest with semiannual compounding is 12% per annum. The conversion factor for the bond is 1.5. The current quoted bond price is S110. Calcul the quoted futures price for the contract 13% coupon bond, and delivery is expected ate