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Cash futures price is 119.67. The bond pays coupons of $6. At the time of delivery, the most recent coupon would be paid 128 days

Cash futures price is 119.67. The bond pays coupons of $6. At the time of delivery, the most recent coupon would be paid 128 days prior to delivery, and the next coupon would be paid 55 days following delivery. Conversion factor is 1.65. Find the quoted (settlement) futures price. Round to the nearest integer.

65

70

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80

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