Check my work 1 Problem 26-9 Futures prices 11.11 points Calculate the value of a six-month futures contract on a Treasury bond. You have the following information: (Do not round intermediate calculations. Round your answer to 3 decimal places.) O eBook Six-month interest rate: 9% per year, or 4.40% for six months. Spot price of bond: 94.25. The bond pays a 7% coupon, 3.50% every six months. References Contract value $ 94.897