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c. Calculate the implied futures rate, duration, and modied duration of the December 2018 5-year T-Note futures contract (assume that this futures contact is pricing

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c. Calculate the implied futures rate, duration, and modied duration of the December 2018 5-year T-Note futures contract (assume that this futures contact is pricing a 5-year T-note with a 6% coupon, semi-annual compounding expected to be delivered in December 2018)

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