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Assume that you observe the following prices in the T-Bill and Eurodollar futures markets Assume that a month later the price of the September T-Bill

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Assume that you observe the following prices in the T-Bill and Eurodollar futures markets Assume that a month later the price of the September T-Bill future is 91.22 and the price of the Eurodollar future is 100. Calculate the profit on the T-Bill futures position in basis points

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