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All the bonds here have semi-annual coupons. Show that a T-bill with 33 days to maturity and trading in the US bond market with a

All the bonds here have semi-annual coupons.

Show that a T-bill with 33 days to maturity and trading in the US bond market with a quote of 1.382% should have the quote of 1.403% if traded in the Canada bond market.

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